Sentences with phrase «based quantitative strategies»

RBC, or example, has developed a niche by offering sophisticated factor - based quantitative strategies through its family of ETFs, rather than introducing me - too products that track the performance of broad market averages, Davis says.

Not exact matches

• White Oak Equity Partners acquired a minority interest in Blueshift Asset Management, a Red Bank, N.J. - based quantitative investment firm focused on statistical arbitrage and high - frequency trading strategies.

Constituent companies are chosen based on their score on two sets of measures: a quantitative assessment consisting of their return on equity, balance sheet accruals ratio and financial leverage ratio; and a qualitative score derived from management's responses to a survey about such topics as corporate governance, risk and crisis management, customer relationships and tax strategies.

In this role, she is responsible for quantitative research & design covering volatility, commodity, and other derivative - based indices and strategies.

While they are certainly not traditional Couch Potato products, the ETFs make an attempt to execute a managed futures strategy based on quantitative rules rather than the whims of a fund manager.

John worked with Richard to create a screen based on four quantitative strategies using AAII's Stock Investor Pro.

Strategies include equity long / short, options writing, asset - backed notes, private equity real estate, momentum - based strategies and other quantitative sStrategies include equity long / short, options writing, asset - backed notes, private equity real estate, momentum - based strategies and other quantitative sstrategies and other quantitative strategiesstrategies.

The goal of each fund is to outperform the respective benchmark by 100 to 150 basis points with diversified investment strategies that utilize a variety of proprietary quantitative trading models and risk constraints intended to limit potential underperformance.

In their March 2018 paper entitled «The Conservative Formula: Quantitative Investing Made Easy», Pim van Vliet and David Blitz propose a stock selection strategy based on low return volatility, high net payout yield and strong price momentum.

As always, quantitative strategies like this one are only based on the specific mentioned criteria.

The group is responsible for conceptualization, research, and design of the S&P Global core and quantitative equity, fixed income, commodities, volatility (VIX futures based), multi asset, sustainability (ESG), and alternative asset strategy indices.

To remedy these issues of the traditional fixed income strategies, O'Shaugnessy designed a quantitative investing strategy based on stocks, with as primary objectives a growing yearly income combined with capital appreciation.

These funds focus on quantitative and other strategies that adopt a more rules - based approach to investing.

He is responsible for rules - based fixed - income strategies, quantitative research and investment process automation.

The strategy for investing can be based on a variety of quantitative or qualitative methods.

In 2003, Powershares introduced the first ETFs that followed quantitative indexes based on active management strategies.

One important aspect of Maximum Variety is that allocations are made at the sub-index level, unlike most quantitative smart beta strategies that work on a stock - by - stock basis.

«Lots of smart beta, or factor - based ETFs [exchange - traded funds], have been launched recently, but few strategies, in our opinion, seek to use these products in a constructive way,» says Eric Biegeleisen, BCM's director of Quantitative Research and portfolio manager of the Paradigm strategies.

Using a proprietary quantitative model that monitors financial and economic risk on a daily basis, the DRP strategy is designed to turn on when elevated equity risk is indicated and there is a flight to quality into safe haven assets.

Quantitative trading and passive investing strategies have helped to dampen volatility.11 However, risk - based strategies and automatic trading could accelerate and exaggerate volatility if and when they begin; i.e., volatility could trigger selling and more volatility.12

Read our backtesting paper «Quantitative investing in Europe: what works for achieving alpha» and learn how quantitative investing strategies based on individual factors, composite factors and combinations thereof performed during our 12 - yeQuantitative investing in Europe: what works for achieving alpha» and learn how quantitative investing strategies based on individual factors, composite factors and combinations thereof performed during our 12 - yequantitative investing strategies based on individual factors, composite factors and combinations thereof performed during our 12 - year backtest.

Various approaches to improve the precision of multi-model projections have been explored, but there is still no agreed strategy for weighting the projections from different models based on their historical performance so that there is no direct means of translating quantitative measures of past performance into confident statements about fidelity of future climate projections.

A quantitative financial expert, he has created a groundbreaking algorithmic trading strategy based on quantifying market sentiment and leveraging the emotions of market participants.

Strategy Index: A rule - based index to serve as an indicator of quantitative investors rules and tracking yields of investors» crypto portfolios.

Designed auto - trading strategies for foreign currencies, futures and options based on Technical Analysis, Fundamental Analysis and Quantitative Analysis with historical data for the purpose of making stable, extremely low risk return with high frequency trading

ACCOMPLISHMENTS IN MARKETING RESEARCH ACTIVITIES • Increased customer base by 20 % by employing marketing strategies brought out by quantitative market research • Introduced an interactive market research system that takes data from available customer data to predict market trends

AREAS OF EXPERTISE • Investment recommendations based on quantitative analysis of company's financial statements • Calculating security risk factors and suggesting necessary precautions • Developing feasible and profitable investment models based on stock trading strategies • Advance knowledge of C++, MATLAB, Python and SPSS • Expert in quantifying unstructured data to suit research requirements

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Studies were selected for inclusion by two reviewers based on information in both abstracts and full papers if the authors defined an explicit, replicable search strategy, predetermined inclusion and exclusion criteria and undertook either a narrative or quantitative analyses.