By Jack Forehand (@practicalquant) — Since I was twelve years old, I have been very active in competitive sailboat racing. It is a great respite from the world of managing quantitative…
Day: September 19, 2018
Passive Investing Could Cause Market Trouble
“A fundamental shift in market structure towards rules-based, passive investing over the past decade means a lot of trading is no longer based on fundamentals” and the shift could lead…
Volatility Presents Hidden Risk to Hedge Fund Returns
According to recent research from Robeco Asset Management’s David Blitz: “hedge funds have hitched their wagon to stocks with large equity-price swings—a misguided strategy over the long haul.” These findings…