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The Quants, the Algorithms, and the Performance

Retrieved on: 2018-03-18 08:11:15

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<div>Yet the S&P gain would have been “available quite inexpensively to anyone with the money to open an account at <b>Vanguard Group</b>.” Does Citadel compensate for underperformance in bull markets by preserving capital in bear markets? Heaton says that it does not, “Citadel fell nearly 60 percent in 2008 ...</div>

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