Sentences with phrase «quantitative strategies»

One of the trends gaining prominence in the hedge fund world is the use of quantitative strategies.

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

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

Low expenses win with bond investing, and it is a more durable advantage than advanced quantitative strategies.

If you want to learn about some obscure quantitative strategies just for fun, this could be a good book for you.

Nearly every single quantitative strategy, thought to be the most sophisticated investing ideas in the world, was shredded to pieces, leading to billions in losses.

In turbulent and for institutional investors looking at both temporary exposure as well as complex quantitative strategies, index investing is both more efficient from a risk perspective as well as significantly cheaper.

As I have said before I use a mostly quantitative strategy where I only look at individual loans occasionally.

The architects of a good quantitative strategy should have considered expensive markets in the course of the testing and the appropriate response should be built into the model.

In the crypto universe, quantitative strategies such as trading bots naturally emerged and found a niche.

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

Mario Randholm is the Portfolio Manager of the R Option Portfolio and the founder of Randholm & Co., an investment management company specializing in quantitative strategies, serving clients globally.

Ioulia Tretiakova, vice-president and director of Quantitative Strategies at PUR Investing Inc. (which manages constant - risk models for Horizons ETFs), says going «net short» has negative expected returns and is a form of market timing.

Thomas Luster is a vice president of Eaton Vance Management, and director of Eaton Vance's quantitative strategies team within diversified fixed income.

-LSB-...] Benjamin Graham's simple quantitative strategies over the 37 years he since he described it (Examining Benjamin Graham's Record: Skill Or Luck?).

Last week I wrote about the performance of one of Benjamin Graham's simple quantitative strategies over the 37 years he since he described it (Examining Benjamin Graham's Record: Skill Or Luck?).

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

Over the holidays, I read Quantitative Strategies for Achieving Alpha by Richard Tortoriello.

To help explore momentum, I turn to Richard Tortoriello's book Quantitative Strategies for Achieving Alpha.

In addition, we discuss the importance of having an investment game plan, provide commentary on the optimal number of stocks for a portfolio and discuss what we have learned in over a decade of following quantitative strategies.

Previously, David was the Vice President of Economic Research and Strategic Development for Flexible Plan Investments overseeing quantitative strategy development.

Part 3 surveys the main approaches to value investing, with an emphasis on quantitative strategies.

Julien Turc, head of cross-asset quantitative strategy at Societe Generale, said that building a systematic trading strategy is very difficult.

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.

Troy Bombardia trades the stock market primarily using a medium - long term quantitative strategy.

The firm utilizes academic and industry research from Faber, Antonacci, AQR, and Alpha Architects, among others, to implement quantitative strategies.

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».

I wrote for several years as RM about overleveraging credit, mis - hedging, yield - seeking, over-investment in residential real estate (May 2005), subprime lending (November 2006), quantitative strategies gone awry, etc..

We exclude quantitative strategy ETFs even if they are index based, if the targeted risk factor or strategy is not tightly defined.

While Quantitative Strategies for Achieving Alpha would obviously appeal to so called «quants», I also think it is a book that value investors should not overlook.

Prior to his current role, Keith spent 9 years as a Portfolio Manager in the Direct Implementation group where he managed both US active quantitative strategies and passive global REITs.

Stewart Taylor is a vice president of Eaton Vance Management and a portfolio manager on Eaton Vance's quantitative strategies team within diversified fixed income.

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

«Like other quantitative strategies, this fund can struggle with shifts in market sentiment.

Before that, Sunjiv was head of quantitative strategies at Trafalgar Capital Management and portfolio manager at JP Morgan Asset Management.

As big hedge funds continue to corral teams of computer engineers to develop quantitative strategies, the jury is still out as to whether it will pay off.

Over the holidays, I read Quantitative Strategies for Achieving Alpha by Richard Tortoriello.

Another widely used valuation ratio that Richard Tortoriello examined in his book Quantitative Strategies for Achieving Alpha is the P / E ratio.

The portfolio is a simple quantitative strategy and begins by screening the S&P 500 for stocks yielding greater than 4 %.

Thirty Years to Here: How the Market Grew «Passive» The growth of «passive» investing through index funds and quantitative strategies over fundamental analysis and stock picking isn't something that just happened overnight.

Ioulia Tretiakova, director of quantitative strategies for PŮR Investing, says while ETFs have tax - efficient characteristics, some have shocked investors at tax time.

Hedge funds, which are often early adopters of new investment methods, are spurring the development of quantitative strategies, which trade using mathematical, or algorithmic, models.

«In an election year, the market typically peaks and trends downward» six months before the voting date, noted Savita Subramanian, Bank of America Merrill Lynch's head of U.S. equity & quantitative strategy, in a May interview with Bloomberg TV.

Yet Renaissance Technologies, which invests using computer algorithms and quantitative strategies, has seemed impervious to these pressures.

Katie Stockton, Fairlead Strategies founder and managing partner, and Savita Subramanian, BofA Merrill Lynch head of U.S. equity and quantitative strategy, weigh in on where they are seeing the best investment opportunities.

Taken as a whole the move towards indexing, ETFs and quantitative strategies is putting pressure on revenues for many firms.