I am desinging a new quantative model for a range of blanced funds structured as Fund of Fund/ Multi-Manager funds. Briefly the funds are managed around the following steps:
1.) Asset Allocation
2.) Quantative Manager Selection
3.) Qualative Manager Review
4.) Manager Blending and Optimization
I am looking for ideas around step 2 to design a model that can be used to filter huge lists of managers to choose managers for each asset class. How to use a managers past performance to predict his future performance?
1.) Asset Allocation
2.) Quantative Manager Selection
3.) Qualative Manager Review
4.) Manager Blending and Optimization
I am looking for ideas around step 2 to design a model that can be used to filter huge lists of managers to choose managers for each asset class. How to use a managers past performance to predict his future performance?
