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The Space Between Us
Value investing is a long-standing investment philosophy that focuses on buying securities that appear underpriced relative to their fundamentals
Often, value investors do not adhere to the principles of value investing in a consistent manner, leading to valuation inconsistencies among economically linked firms. These inconsistencies are systematic and leave detectable patterns in the data
Relative value arbitrage (RVA) is a quantitative investment strategy that exploits these detectable patterns and generates significant alpha with a realized Sharpe ratio of >2. This is a high capacity strategy that can deploy 100M EUR (25% max erosion)
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