from Ruuj @RuOnchain1
The map of quant strategies provides a good starting point for discussing the available choices. You need to think about holding periods and capacity. A strategy has constraints that will limit how much can be extracted from the market. This limits the size of hedge funds, not just for the fund itself but for all funds trading the strategy. It is important to think through capacity not just for your fund but for the market as a whole. Strategies need to think about impact costs. Execution is an essential part of any quant strategy.
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