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| RP Quant Global Macro Index |
December 09 : -1.56% November 09 : +2.84% October 09 : -0.37%
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In recent months, I came across an original optimizer from RaisePartner that smoothes out the random part of covariance matrices […] and lead to stable optimization outputs and therefore a reliable asset allocation.
Head of Quantitative Research Institutional Investor
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