{"id":76475,"date":"2020-12-03T01:31:33","date_gmt":"2020-12-03T06:31:33","guid":{"rendered":"https:\/\/www.hedgeco.net\/news\/?p=76475"},"modified":"2020-12-03T01:26:19","modified_gmt":"2020-12-03T06:26:19","slug":"how-covid-19-shocks-revealed-machine-based-hedge-funds-achilles-heel","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/12\/2020\/how-covid-19-shocks-revealed-machine-based-hedge-funds-achilles-heel.html","title":{"rendered":"How Covid-19 shocks revealed machine-based hedge funds\u2019 \u201cAchilles\u2019 heel\u201d"},"content":{"rendered":"\n<p>(Hedgeweek) <em><strong>This year\u2019s Covid-19 stock market upheaval has revealed an \u201cAchilles\u2019 heel\u201d in quantitative hedge fund models that use traditional factors such as momentum and value, as machine-based strategies have struggled against \u201cunique new drivers of stock returns that don\u2019t fit the academic models\u201d, says Man FRM.<\/strong><\/em><\/p>\n\n\n\n<p><a href=\"https:\/\/www.hedgeweek.com\/2020\/12\/02\/293009\/how-covid-19-shocks-revealed-machine-based-hedge-funds-achilles-heel\">To read this article: <\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Hedgeweek) This year\u2019s Covid-19 stock market upheaval has revealed an \u201cAchilles\u2019 heel\u201d in quantitative hedge fund models that use traditional factors such as momentum and value, as machine-based strategies have struggled against \u201cunique new drivers of stock returns that don\u2019t [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-76475","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/76475","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=76475"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/76475\/revisions"}],"predecessor-version":[{"id":76476,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/76475\/revisions\/76476"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=76475"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=76475"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=76475"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}