Multi-Asset Investment Process using Bayes Ensembles of Trading Models - Texts

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Research unit

INNOSUISSE

Project number

16127.1 PFES-ES

Project title

Multi-Asset Investment Process using Bayes Ensembles of Trading Models

Texts for this project

	German	French	Italian	English
Short description		-	-
Abstract		-	-

Inserted texts

Category	Text
Short description (German)	Multi-Asset Investment Process using Bayes Ensembles of Trading Models
Short description (English)	Multi-Asset Investment Process using Bayes Ensembles of Trading Models
Abstract (German)	Since 2009, low interest rates and asset purchases by central banks are severely distorting investment opportunities and trends in financial markets. The performance of active investment strategies decreased substantially since then. This project aims to provide an investment process that finds the optimal long/short-positions in various liquid assets given prior information of historical performance for various trading models in different market regimes.
Abstract (English)