@SimonDNilsson@ash65592954@Dipper_pol Well, hedge funds get things wrong all the time, it about how robust your system is, I think they definitively know what they’re doing, I don’t attack the man, what I wrote is about facts
@ash65592954@Dipper_pol Tail hedging strats have their role in portfolio construction, the point is that they bleed by nature, and you need a good stomach for them. They increase CAGR in the long run but it’s extremely difficult to get them right.
@muddywatersre@point_nemo__@macrocephalopod People that invest in hedge funds (should) seek uncorrelated returns and less beta, you invest in a manager, not knowing the precise strategy. Looking at passive s&p returns alone is just naive
@PtrPomorski This leads to over-optimization on irrelevant factors that don’t generalize well to new data. The result is a widening gap between training and test errors: the model performs excellently on training samples but poorly on unseen samples.
@PtrPomorski As model complexity increases (for example, by adding more parameters) the model becomes better at fitting the training data reducing training error. However, beyond a certain point, the model starts “memorizing” noise and redundant patterns specific to the training set.
@claudioborghi Pesnavo fosse un post rage bait di un profilo fake, poi ho visto che sei un coglione della lega e tutto ha avuto di nuovo senso. Ovviamente hai la terza elementare 🤣
@nntaleb Every 100 takes, Taleb makes one that it’s just ridiculous, just his personality I guess. I have eaten the best seafood in my life for 3 hours straight in a 2 michelin star restaurant here in Italy. Best food ever, just know food and don’t get scammed
@Lorenzo32843904@4gog0 Si può tranquillamente far gestire un portafoglio titoli (almeno da 1 MLN) in svizzera, anche in fondi istituzionali e non è un casino se segui un piccolo accorgimento che nessuno conosce, io ho un multi family office a Lugano e i miei clienti sono al 98% Italiani