A cura di @Ned Ludd.

Gli Hedge Funds che usano l’intelligenza artificiale e il machine learning nelle loro strategia di trading hanno appena vissuto il loro mese peggiore dal 2011, come misurato dall’indice Eurekahedge. L’equity correction dell’ultimo mese, la prima da due anni a questa parte, ha sparigliato le loro strategie, mutando correlazioni tra asset finanziari una volta stabili e affidabili.
Ne parla Dani Burger su Bloomberg

Hedge funds that use artificial intelligence and machine learning in their trading process posted the worst month on record in February, according to a Eurekahedge index that’s tracked the industry from 2011. The first equity correction in two years upended their strategies as once-reliable cross-asset correlations shifted.

While computerized programs are feared for their potential to render human traders obsolete, the AI quants lagged behind their discretionary counterparts. The AI index fell 7.3 percent last month, compared to a 2.4 percent decline for the broader Hedge Fund Research index.

Immagine da The Blue Diamond Gallery.