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Quantocracy’s Daily Wrap for 02/07/2024

This is a summary of links featured on Quantocracy on Wednesday, 02/07/2024. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Random Portfolio Benchmarking: Simulation-based Performance Evaluation in Finance [Portfolio Optimizer]

    As noted in Surz1, the question Is [a mutual funds]2 performance good? can only be answered relative to something1, typically by comparing that fund to a benchmark like a financial index or to a peer group. Unfortunately, these two methodologies are not without issues. For example, it is very difficult to create an index captur[ing] the essence of the people, process, and philosophy

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