The hard labour in profiting from alternative data
Quant fund spending on fresh data will pass $7 billion by 2020, yet eight in nine attempts to use it fail
Life as a quant at one of the world’s leading factor investors can be a difficult and frustrating experience.
At any one time, $74 billion quantitative hedge fund Acadian Asset Management has up to two dozen researchers dedicated to finding new signals in so-called “alternative” datasets – that is, data beyond traditional prices and technicals.
These datasets can range from the mundane, like
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