Sentences with phrase «quantitative strategies at»

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

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

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.

«We see more gains for the EUR ahead as the ECB paves the way for ending outright quantitative easing (QE) purchases later this year,» Stephen Gallo, head of forex strategy at the Bank of Montreal, told CNBC via email.

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.

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

Chris Laine is a Senior Portfolio Manager at State Street Global Advisors, primarily responsible for emerging market strategies on the Active Quantitative Equities team.

Justin's investment career commenced in 1993 at quantitative asset manager Pareto Partners, where he developed currency, bond and equity strategies.

Prior to joining AQR in 1999, he was a senior analyst at Quantitative Financial Strategies, Inc..

Prior to joining AQR at its inception in 1998, he developed quantitative stock selection strategies at Goldman Sachs.

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.

We looked at the performance of Graham's simple strategy in Quantitative Value.

To mention two, there was my post, A Different Look at Industry Momentum, and a post by Mebane Faber at his excellent blog World Beta, Quantitative Strategies for Achieving Alpha.

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

But if at any point the rules REQUIRE a human decisionmaker and can not be explicitly programmed into a computer then the strategy is NOT quantitative.

I would define «quant» or a «quantitative system» as a strategy that does not require human decisions (discretion) at the level of execution.

For example, if a strategy makes a distinction between whether the market is in an uptrend or not, and trades accordingly... (a) a strategy that determined the trend by looking at the 10d moving average in relation to the 200d would be QUANTITATIVE (b) a strategy that involved a human looking at a chart and deciding whether the trend was up or not would NOT be QUANTITATIVE (b) a strategy that involved a human looking at a chart and deciding whether the trend was up or not would NOT be quantitativequantitative

At the core of my strategy is Graham and Schloss» quantitative methods for valuing stocks.

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.

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.

From 1987 until joining Deutsche in 2000, Alex served as Vice President and Division Head at The Bank of New York where he managed the Special Investment Products group which provided investment management, product development, and trading for equity derivatives and quantitative strategies.

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

During the last 2 years I have developed my own software for simulating all sorts of quantitative investment strategies mainly for myself but at times for clients too.

In both instances, these services or products may include: company financial data and economic data (e.g., unemployment, inflation rates and GDP figures), stock quotes, last sale prices and trading volumes, research reports analyzing the performance of a particular company or stock, narrowly distributed trade magazines or technical journals covering specific industries, products, or issuers, seminars or conferences registration fees which provide substantive content relating to eligible research, quantitative analytical software and software that provides analyses of securities portfolios, trading strategies and pre / post trade analytics, discussions with research analysts or meetings with corporate executives which provide a means of obtaining oral advice on securities, markets or particular issuers, short - term custody related to effecting particular transactions and clearance and settlement of those trades, lines between the broker - dealer and order management systems operated by a third party vendor, dedicated lines between the broker - dealer and the investment adviser's order management system, dedicated lines providing direct dial - up service between the investment adviser and the trading desk at the broker - dealer, message services used to transmit orders to broker - dealers for execution, electronic communication of allocation instructions between institutions and broker - dealers, comparison services required by the SEC or another regulator (e.g., use of electronic confirmation and affirmation of institutional trades), exchange of messages among broker - dealers, custodians, and institutions related to a trade, post-trade matching of trade information, routing settlement instructions to custodian banks and broker - dealers» clearing agents, software that provides algorithmic trading strategies, and trading software operated by a broker - dealer to route orders to market centers or direct market access systems.

Our survey is part of a broader planning strategy which began earlier this year with in - depth, one - on - one lawyer interviews, and it will be interesting to see how the trends hinted at in this deeper, more narrow, qualitative exercise hold up in the wider, quantitative survey.