This study by State Street aims to analyze the correlative relationships between global markets by drawing insights from digital media and measuring their impact on market volatility and returns.…
During market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performance/risk characteristics. We explore prior use of futures…
In this paper,we construct a pipeline to investigate heuristicdiversification strategies in asset allocation. We use machine learning concepts (“explainable AI”) to compare the robustness of different…
