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Enhancing Short-Term Mean-Reversion Strategies
For the majority of quant equity hedge funds that have holding periods on the order of a few days to a couple weeks (“medium frequency” funds), by far the most common strategy is some variation of short-term mean reversion. Of course, while no hard data exists to support this claim, in my experience working alongside several dozen quant groups within two multi-strategy hedge funds, and admittedly
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