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How hedge funds can clean up their ‘big data mess’

Even before “big data” took its place at the top of the long list of business buzzwords, hedge funds and other investment firms were in constant pursuit of ways to extract useful insights from the data available to them. While tools built around artificial intelligence and machine learning technology have come a long way in the last few years to make it easier to separate the signal from the noise, hedge funds still struggle to use big data in a way that consistently improves their trading strategies.

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Our Boston Roots and the Bay Area as a Fintech Hub

It’s remarkable to consider how much Elsen and the team have accomplished and grown since being founded in 2014. So many factors have played instrumental roles in our success, including our location as a Boston-based company.

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Quants may ‘run Wall Street,’ but they shouldn’t run amok

In a recent article titled “The Quants Run Wall Street Now,” Wall Street Journal reporters Gregory Zuckerman and Bradley Hope outlined the ways in which quantitative strategies – and quants themselves – have become an integral part of hedge funds and other investment firms.

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Elsen Wins Innovation & Technology Award

Elsen is kicking off the summer and heading into the holiday weekend on a high note – with an award for best tech innovation of the year!

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Bringing Elsen nPlatform Across the Pacific

Bringing Elsen nPlatform Across the Pacific

Elsen’s on its way to officially being a global company – and it happened pretty quickly. This is a feat that truly showcases the impact that the Elsen nPlatform can have on financial institutions, and the benefits that they can gain from using it to build their own applications.

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The impact of AI on hedge funds and asset managers

Artificial Intelligence, or AI, is one of the most talked about concepts in the tech world today. From retail, to energy, to finance and beyond, AI is finding application in just about every industry. Recently, hedge funds and asset managers have started seriously investigating the AI craze and experimenting with the technology. The early results have been very interesting to see.

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The rise of the quantamental investor

For decades, asset managers and their analysts/PMs tended to sort themselves into one of two camps – fundamental and quantitative. Over the last few years, however, a new type of analytical approach to evaluating securities and other financial assets has gained traction. It’s known as the “quantamental” approach, and it’s already redefining how hedge funds and other asset managers manage their portfolios.

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