• 1 Introduction
  • 2 Latent variable modeling
  • 3 Construction of the latent strategies fromthe TASS database
  • 4 Classification of the HF into groups
  • 5 Conclusion
  • 6 Acknowledgement
  • 7 Appendix
  • 7.1 Standardization of returns
  • 7.2 Principal component analysis
  • 7.3 Factor analysis
  • 7.4 LAMLE of the FA model
  • 7.5 Criteria for evaluating the stability of a model
  • 7.6 Data analysis results of the determination of theFA model
  • 7.7 List of HF indices
  • 7.8 Average silhouette
  • References