For nearly two decades, top value investor and columnist John Dorfman has been tracking a purely quantitative “robot portfolio” that has beaten the S&P 500 by about 12 percentage points…
Tag: quantitative investing
Top Hedge Fund Uses Algos to Drive Performance
Pete Muller, who runs PDT Partners, is described by Forbes as “the latest, greatest member of a growing band of hedge fund [managers] that use complex math and computer-automated algorithmic…
O'Shaughnessy: Timeframe Is Most Investors' Biggest Mistake
James O’Shaughnessy’s What Works on Wall Street is something of a bible for quantitative investors, and in a recent Investors Podcast, O’Shaughnessy talked about what his vast amount of research…
O'Shaughnessy on Investor Psychology, Bond Market Trouble, and Why Value Wins
In a wide-ranging interview with Barry Ritholtz on Bloomberg View, quantitative investing guru James O’Shaughnessy recently talked about why human beings are such inferior prognosticators compared to computer models, what that…