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The State of Systematic (Algorithmic) Investing

April 6, 2021 • Posted in Big Ideas

How has systematic investment, with trades generated by rules or algorithms, evolved? What are its strengths and weaknesses? In his February 2021 paper entitled “Why Is Systematic Investing Important?”, CampbellĀ  Harvey summarizes the history, advantages and disadvantage of systematic (algorithmic) investing. Based on the body of research and personal experience, he concludes that: (more…)

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