Thursday, November 28, 2019

Computer-managed funds instead of humans

In the 1980s and 1990s automated products emerged, such as quantitative hedge funds. Today, machines are gaining autonomy. This means that software programs using artificial intelligence (AI) develop their own strategies without needing human presence and guidance. Thus, hedge funders are using such mechanisms, as processing power grows alongside with the abilities of machines.
   Considering the flow of information, and the complexity of markets, human fund managers cannot compete with machines. Programs with advanced artificial intelligence are writing their own investing rules, that are not understandable by human beings.
   Funds run by computers that follow rules set by humans, the so called quant funds, account for 36% of the stock market of the United States of America, up from just 18% in 2010 (note that each day around 7 billion shares worth 320 billion dollars change hands).
   The total value of American public equities is 31 trillion dollars (Russell 3000 index). There are three types of computer-managed funds: a) index funds, b) ETFs, and c) quant funds. They run around 35% of the above amount of funds. Human managers manage 24%, while the rest is at a hybrid mode, or harder to measure.
Δρ. Κωνσταντίνος Μάντζαρης, Dr. Konstantinos Mantzaris, Economistmk

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