There are many misconceptions about private equity. Most investors see it as a domain where high net worth investors and institutions earn returns that can’t be achieved via public markets.…
Tag: Quantitative Strategies
Quants Trounced by Human-Run Hedge Funds in Covid Year
After a long stretch of being outperformed by computer-driven quant strategies, human stock-pickers won out in 2020 bolstered by “aggressive bets in technology and the flood of central bank money…
Wall Street Mayhem Making Money for the Fastest Quants
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…
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…
The O'Shaughnessy Approach: Guarding Against Narrative-Loving Humans
An article in CityWire profiles the father-and-son investing duo of Jim and Patrick O’Shaughnessy, chief investment officer and chief executive respectively at quantitative money management firm O’Shaughnessy Asset Management. Jim…
Goldman's Rebuilt Quant Approach
When quantitative equity funds experienced a meltdown ten years ago, Goldman Sachs (among the hardest hit) “began to rebuild the strategies with less leverage and more diversity,” according to a…
Jason Zweig: Use Simple Tests Before Investing in a Quant Fund
In a recent article for the Wall Street Journal, Jason Zweig offers some tips on how an investor can devise his own quant strategy. “Perhaps it is cheaper to learn…
