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Sunday, February 2 • 11:00 - 11:20
Life and death of market (in)efficiency | Жизнь и смерть (не)эффективности рынка

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After the global financial crisis, most active strategies cannot beat the market. Over the past 5 years, a record number of hedge funds in the world was closed. At the same time, industry of ETF funds significantly grown supported by the growth of market indices. The current trend in asset management is that fraction of passive management is increasing and would be 50% of all investments to 2021. Where do market inefficiencies go? Is this new reality of efficient markets or consequences of zero interest rates and monetary policy of developed countries? We are trying to understand such changes in market inefficiencies.

avatar for Viacheslav Arbuzov

Viacheslav Arbuzov

Senior Reseacher, Cryptoeconomics & Blockchain Systems Lab
Vyacheslav Arbuzov, Ph.D. in Econimics, is an assistant professor at Perm State University and an author of over 20 articles on financial markets modeling and risk management. He is a quantitative analyst in Olympia Capital hedge fund and a co-founder of Rusquant.

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