A recent article in Bloomberg reports that quantitative trading firms able to rapidly build models based on short-term market trends are benefiting from the current upheaval. After years of underperforming…
Tag: Quantitative Strategies
The Hot “Quant” Industry is Suffering a Winter
The exciting frontier of quantitative investing, which has drawn huge inflows over the last ten years, is suffering a rough patch that is raising questions, according to an article in…
Expanding the Opportunity Set with Shareholder Yield
By Justin J. Carbonneau (@jjcarbonneau) — When most investors hear the word “yield” they immediately think about dividends. Things like stock buybacks and debt paydown typically don’t come to mind.…
Quant Strategy for Picking Basketball Winners
An recent article in Bloomberg suggests that a factor investing technique might work well when picking winners in the March Madness brackets. The technique involves integrating traditional factor criteria with…
The New "Dogs of the Dow"
The classic, hands-off investing strategy known as the “Dogs of the Dow” kept investors “relatively safe” last year, according to an article in CNBC.com. “If one had bought the 10…