Sentences with phrase «following quantitative strategies»

Not exact matches

As Marko Kolanovic, global head of quantitative and derivatives strategy at J.P. Morgan, wrote in a note following the «flash crash» on Monday:

John Authers concludes «buying into funds that keep costs low by following disciplined quantitative strategies to invest in value, high dividend, or small - cap stocks, or to harness the momentum effect, looks like a great idea».

But keep in mind that these figures do not factor in the 2008 - 09 downturn, which was a doozy that knocked many quantitative hedge funds following similar strategies out of the market.

They launch their first ETF aptly called Alpha Architect's Quantitative Value (QVAL) on 20 October, which will follow the strategy outlined in the book.

Quantitative trend following is empirically far and away the most successful hedge fund strategy as a class in terms of total return / long track record.

I'm going to follow my simple quantitative model — the Graham net current asset value strategy — and take some positions in Japanese net nets.

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

A third potential reason to follow Gross depends on how much Pimco continues to use his quantitative strategies.

The following is an excerpt from the recently published book on applying quantitative strategies to value investing: Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (quantitative strategies to value investing: Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors * by two veteran investment bloggers Wesley Gray (Turnkey Analyst) and Tobias Carlisle (Greenbackd).