Expanding Frontiers: An Alternative Investments & Machine Learning Podcast
kathrynj2
27 episodes
6 days ago
Discover the world of alternative investments and how they can potentially boost your portfolio’s performance. Historically, these investments were the domain of institutional investors, who for years have used them to lower risk without sacrificing returns, thanks to low return correlations with traditional assets. Now, explore the growing accessibility of alternative investment return exposures available to everyone. From hedge funds and real assets to private equity and beyond, learn how these previously exclusive strategies are becoming increasingly available.
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Discover the world of alternative investments and how they can potentially boost your portfolio’s performance. Historically, these investments were the domain of institutional investors, who for years have used them to lower risk without sacrificing returns, thanks to low return correlations with traditional assets. Now, explore the growing accessibility of alternative investment return exposures available to everyone. From hedge funds and real assets to private equity and beyond, learn how these previously exclusive strategies are becoming increasingly available.
Expanding Frontiers: An Alternative Investments & Machine Learning Podcast
18 minutes 39 seconds
3 months ago
Synthetic Data and Hedge Fund Replication
This episode explores and academic paper on the replication of hedge fund strategies using publicly available data and machine learning techniques, specifically autoencoders for dimension reduction and Generative Adversarial Networks (GANs) for synthesizing additional data. The author aims to demonstrate that such replicated portfolios can outperform traditional hedge fund returns after accounting for fees and transaction costs, thereby questioning the efficiency of current hedge fund performance. The research systematically evaluates different replication methodologies ultimately highlighting the superior performance and lower turnover achieved by the autoencoder-based strategies, especially when augmented with synthetically generated data. It presents a new way to benchmark hedge fund performance and potentially offers investors a more efficient alternative to direct hedge fund investment.
References
Shen, Kaiwen, Do You Really Need to Pay 2/20? Hedge Fund Strategy Replication via Machine Learning (October 10, 2022). Available at SSRN: https://ssrn.com/abstract=4243861 or http://dx.doi.org/10.2139/ssrn.4243861
Podcast Disclaimer
This podcast is an independent production and is not affiliated with or endorsed by any third-party entities unless explicitly stated. The content is for educational and informational purposes only and does not constitute financial, investment, legal, or professional advice. Listeners should consult qualified professionals before making any decisions based on this content.
This episode is based on the references listed above and was generated using Notebook LM and other AI tools. While I have reviewed the content for accuracy, it may still contain errors, inaccuracies, or omissions. Neither the producers nor any affiliates accept liability for any damages or losses arising from the use or interpretation of this content.
Expanding Frontiers: An Alternative Investments & Machine Learning Podcast
Discover the world of alternative investments and how they can potentially boost your portfolio’s performance. Historically, these investments were the domain of institutional investors, who for years have used them to lower risk without sacrificing returns, thanks to low return correlations with traditional assets. Now, explore the growing accessibility of alternative investment return exposures available to everyone. From hedge funds and real assets to private equity and beyond, learn how these previously exclusive strategies are becoming increasingly available.
