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…
Tag: quantitative investing
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…
The Human vs. The Quant
By Jack Forehand, CFA I have always thought I am a better discretionary investor than I am. I think I can predict where the market is headed. I think I…
Winton's David Harding Offers Insights on Quant Investing
In an interview with Bloomberg earlier this year, Winton Capital Management founder and quantitative investing pioneer David Harding offered insights on the challenges faced by today’s quants, the competitive environment…
What Quant Value Models Can and Can't Do for You
By Justin Carbonneau (@jjcarbonneau) – Two weeks ago I wrote an article, Differences in Value, where I outlined the various criteria (i.e. price-to-sales, price-to-book, and enterprise value-to-EBIT) used in the…