Sentences with phrase «quantitative strategies such»

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

Not exact matches

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.

He touches on many aspects of Smart Beta such as, Smart Beta in fixed income (bonds), the lack of correlation between, the need for investors to stay persistent with their Smart Beta strategies, and how Smart Beta ETFs now put quantitative investment strategies within reach, just the way apps put maps in the palm of your hand.

Robert Litterman, managing director and head of quantitative resources, said strategies such as those which focus on price rises in cheaply - valued stocks, which latch onto market momentum or which trade currencies, had become very crowded.

The phenomenal Zero Hedge has an article, Goldman Claims Momentum And Value Quant Strategies Now Overcrowded, Future Returns Negligible, discussing Goldman Sachs head of quantitative resources Robert Litterman's view that «strategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unpStrategies Now Overcrowded, Future Returns Negligible, discussing Goldman Sachs head of quantitative resources Robert Litterman's view that «strategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unpstrategies such as those which focus on price rises in cheaply - valued stocks... [have] become very crowded» since August 2007 and therefore unprofitable.

They run mostly on quantitative data and, an investment strategy, such as Modern Portfolio Theory, Core & Satellite or Monte Carlo, aligned with an investor's investment objective, investment goals, time horizon, and risk tolerance.

Huobi.pro plans to launch add - ons such as strategy platform, quantitative trading tools and contract trading in the near future.