Housing price diffusion study offers lessons for quants – Bouchaud
Patterns seen in how heat spreads also show up in markets, research shows
What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $16 billion quantitative hedge fund Capital Fund Management (CFM).
The links with hedge fund investing might seem tenuous. But Bouchaud says the research offers valuable lessons about how markets truly function that
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