In this episode, we take a deep dive into quantitative investing with Michael Robbins, author of the new book “Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing.”…
Tag: quantitative investing
The Surprising Investment Factor That Defies the Risk-Return Tradeoff
By Jack Forehand, CFA, CFP® (@practicalquant) — There are some core principles that are supposed to govern investing. If I were to ask you to come up with the most important one of…
Quants Are Taking Over The Bond Market
The latest Invesco Ltd. poll indicates that the quant revolution in fixed income is finally here, details an article in Bloomberg. According to the poll, the majority of investors (55%)…
Man Group CIO: Computer-Driven Funds to Invade New Markets
Quant strategies are poised to “push deeper into previously inhospitable markets such as corporate debt and private equity,” says Man Group CIO Sandy Rattray. This according to a recent article…
Bridgeway's John Montgomery On Their Unique Culture and Lessons From a 25+ Years in Quant Investing
In this episode, we are joined by John Montgomery, the founder and CIO of Bridgeway Capital Management. Bridgeway is unique in the world of Wall Street, where profits are usually…
Why Eliminating Discretion from Quantitative Models is Harder Than You Think (Ep. 57)
There is a tendency for those of us who support quant models to talk about them as if they are these things that just run on autopilot over the long-term…
Monopolies, Intangible Assets and the Disruptive Economy with Kai Wu of Sparkline Capital (Ep. 53)
Our economy is changing. The largest, most successful companies in the world no longer require substantial tangible assets to operate their businesses. The businesses that are disrupting our world and…
When Quantitative Becomes Discretionary
By Jack Forehand, CFA (@practicalquant) As anyone who reads my articles likely already knows, I am a big believer in quantitative investing. I think the ability of systematic models to…
Excess Returns, Ep. 30: The Pros and Cons of Quantitative and Discretionary Investing
We all have a tendency to believe that the way we invest is the best way. As quantitative investors, we can sometimes feel that there is no reason anyone should…
Quants Find the Missing Piece
New research has found that the implementation methods related to some factor-based investing strategies is the culprit for underperformance, and that “a simple formula can solve it.” This according to…