Sentences with phrase «in quantitative strategies»

A chapter is dedicated to each of these investment basics in Quantitative Strategies.

While the analysis in Quantitative Strategies for Achieving Alpha is valuable, this book is not an easy read.

Faber freely acknowledges that the most important factor in any quantitative strategy is the discipline to pull the trigger, which «is not as easy as it sounds.»

Not exact matches

«This is the first significant decline in the frequency of their use since the onset of the Enlightenment in the 18th century,» Inigo Fraser - Jenkins, a senior analyst at Bernstein who leads the firm's global quantitative and European equity strategy, said in a note to clients.

• 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.

Marko Kolanovic, JPMorgan's global head of quantitative and derivatives strategy, is firmly in that camp.

The group's strategies lost $ 1.8 billion in the first three months of 2018, with the biggest losses in quantitative and Japan - focused plays.

Those experts include Marko Kolanovic, JPMorgan's global head of quantitative and derivatives strategy, who has in the past said the shorting of volatility reminded him of the conditions leading up to the 1987 stock market crash.

BlackRock has fired several prominent stockpicking fund managers and plans to switch their funds to quantitative investment strategies, in what chief executive Larry Fink called a «pivot» away from areas of active management that have fallen out of favour.

In the area of Human Rights, Equity and Diversity (HRED) he guides national strategies on Diversity and Inclusion, Temporary Foreign Workers (migrant workers), Racialized, Aboriginal, Immigrant, LGBT, and other equity seeking communities, with a view to qualitative and quantitative organizational growth.

Strategies typically employ quantitative processes which focus on statistically robust or technical patterns in the return series of the asset, and they typically focus on highly liquid instruments and maintain shorter holding periods than either discretionary or mean - reverting sStrategies typically employ quantitative processes which focus on statistically robust or technical patterns in the return series of the asset, and they typically focus on highly liquid instruments and maintain shorter holding periods than either discretionary or mean - reverting strategiesstrategies.

In the first part, we covered the theoretical phase of creating a quantitative trading strategy.

In the first part, she discussed the theoretical phase of creating a quantitative trading strategy.

Prior to this role Stuart was a Portfolio Manager in the Global Active Quantitative Equity Team where his responsibilities included management of the global and international small cap strategies, coordination with the European team across all group strategies as well as research within the team.

Adel is a Senior Portfolio Manager in the Global Quantitative Active Equity Group, where he focuses on managing global investment strategies, product development and quantitative research within develoQuantitative Active Equity Group, where he focuses on managing global investment strategies, product development and quantitative research within develoquantitative research within developed markets.

Aguilar has more than 20 years of broad investment management experience in the equity markets, including managing index, quantitative equity, asset allocation, and multi-manager strategies.

Prior to that, he served as head of quantitative equity for ING Investment Management, (doing business as Voya Investment Management May 1, 2014), building and developing the group and managing more than $ 20 billion in assets with 15 global active, index and enhanced index strategies for pension funds, variable annuities and mutual funds.

Mr. Aguilar has more than 20 years of broad investment management experience in the equity markets, including managing index, quantitative equity, asset allocation, and multi - manager strategies.

SUMMARY Contains 34 research papers that we published on FactorResearch.com in 2017 Focus on factor investing and quantitative strategies from an investor ’s

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

Wes and I tested the strategy and outlined the results in Quantitative Value.

Posted in About, Behavioral economics, Strategy, tagged Joel Greenblatt, Magic Formula, Quantitative Value Book on March 12, 2013 18 Comments»

Posted in Contrarian investment, Quantitative investment, Strategy, Value Investment, tagged Joel Greenblatt, Magic Formula, Robert Novy - Marx on March 19, 2013 3 Comments»

A wide variety of investment processes can be employed to arrive at an investment decision, including both quantitative and fundamental techniques; strategies can be broadly diversified or narrowly focused on specific sectors and can range broadly in terms of levels of net exposure, leverage employed, holding period, concentrations of market capitalizations, and valuation ranges of typical portfolios.

In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investmentQuantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investmentquantitative value investment strategies.

Yet this isn't the first time in the present campaign that the Conservatives themselves have trespassed on traditional Bank of Canada terrain. On July 22 Joe Oliver publicly rejected the use of quantitative easing in Canada (the unconventional credit - expanding strategy that has been used successfully in the US, the UK, and now Europe) despite dimming economic projections here. Decisions about the use of QE should, in theory, be the purview of the central bank. Several economists publicly questioned Oliver's statement, noting that it throws into question the Bank's future decisions on monetary policy.

There may be more equity research positions opening in the future as quantitative models of trading strategies to mitigate risk become increasingly important in the management of commercial and retail portfolios.

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

Now that Federal Reserve Chairman Ben Bernanke has indicated the central bank will likely begin to taper its quantitative easing later this year, the financial markets - and economy - are in big trouble, says Michael Pento, president of Pento Portfolio Strategies.

In this article I show that very basic quantitative trading strategies that generate returns from different market behaviours, when combined, can provide a more desirable and stable returns stream, as reflected in a Sharpe ratio higher than any individual strategIn this article I show that very basic quantitative trading strategies that generate returns from different market behaviours, when combined, can provide a more desirable and stable returns stream, as reflected in a Sharpe ratio higher than any individual strategin a Sharpe ratio higher than any individual strategy.

In 2016, he became responsible for the quantitative strategies team, which focuses on how to apply computer models to financial markets.

His Stay - C commodities trading strategy won several awards in Europe; it was the best - performing quantitative commodities fund ever listed on a German exchange.

With the advent of powerful computers, databases, and stock screeners it has become increasingly easy for investors to implement Graham's quantitative strategies, while the qualitative study of companies remains nearly as time consuming and research intensive as it was in 1934.

UBS head of strategy and quantitative research, David Cassidy: After the recent 10 per cent correction in the Australian sharemarket, prospects for equities in the coming year appear reasonable.

Through its global quantitative and qualitative research, The Marist Poll offers a wide variety of services which, in turn, allow its clients to build efficient and effective policies, programs, communication strategies, and marketing initiatives.

Use of qualitative and quantitative methods to define behavioral fat - reduction strategies and their relationship to dietary fat reduction in the Patterns of Dietary Change Study

The primary aims of this study are to document the process of moving towards new, integrated systems in each of these cities; to highlight which strategies moved the cities forward in creating these systems and what barriers the cities encountered; to examine how these cities incorporated the needs of students with disabilities, English language learners, and students from different economic backgrounds into their system designs; to understand how students, teachers, and parents, and others experience elements of the new system and how these experiences differed for students with special needs; and to document quantitative outcomes on a range of measures, disaggregated by student subgroup.

Learn the steps to take and the questions to ask in order to build improvement plans with achievable quantitative goals and realistic concrete strategies.

This section presents quantitative findings of the study by sharing the grouping strategies, uses of technology by teachers to present the digital primary sources, and the teaching strategies used in the lesson plans from the repository.

There are quantitative ways of keeping track of teacher's use of strategies and behaviors in the classroom, tracking that, and ways of keeping track of data about student achievement from multiple sources.

He has significant experience in portfolio risk management and development of derivative strategies and quantitative research.

Posted in About, Behavioral economics, Quantitative investment, Strategy Tagged Strategy, Value Investment 5 Comments

The relative merits of quantitative and qualitative strategies in stock selection and portfolio construction.

Back in 2003, after several years of correspondence, James Cramer invited me to write for the site, and I wrote for RealMoney on equity and bond portfolio management, macroeconomics, derivatives, quantitative strategies, insurance issues, corporate governance, etc..

Amundi Pioneer Institutional Asset Management * specializes in strategies that blend traditional macroeconomic analysis, fundamental credit analysis and quantitative option - adjusted spread analysis.

The big decline in May - June was caused by an indication by the Federal Reserve that it may begin tapering its quantitative easing strategy by year's end, which caused the domestic interest rates to rise and emerging market currencies to fall against the dollar.

The ValueShares US Quantitative Value (QVAL) strategy seeks long - term capital appreciation by investing in a concentrated portfolio of 40 or so US exchange traded stocks of larger capitalizations, which the adviser determines to be undervalued but possess strong economic moats and financial strength.

Posted in About, Behavioral economics, Contrarian investment, Strategy Tagged Quality, Quantitative Value Book, Warren Buffett 5 Comments

Posted in About, Behavioral economics, Quantitative investment, Stocks, Strategy Tagged James Montier, Joel Greenblatt, Value investing 2 Comments

Posted in Contrarian investment, Strategy, Value Investment, Warren Buffett Tagged Joel Greenblatt, Quantitative Value Book, The Little Book That Beats The Market 4 Comments