Quantitative Investment: Uncovered – Special report 2019
Quantitative investment strategies (QIS) open up a new frontier for asset managers. Through the partnership of rigorous financial research and advanced technical portfolio allocation techniques, investors can access diversified returns via empirically verifiable risk premia.
This report seeks to eliminate any misconceptions about these strategies by clearly laying out what they can provide – diversified returns over the long term – and what they cannot: alpha without risk.
It also includes profiles of a popular QIS vendor to break down the various stages of development that go into making an effective strategy, and a leading analytics platform that compares and contrasts different products.
Quant funds are turning their hand to fundamental investing
In the search for new and sophisticated sources of investment return, the appeal of lower-cost quantitative strategies promising outperformance and the benefits of diversification is clear
Guillaume Arnaud, global head of quantitative investment strategies (QIS), and Sandrine Ungari, head of cross-asset quantitative research at Societe Generale, explore the benefits of QIS for investors, why flexibility is crucial for investors to meet…
Edhec-Risk Institute has established itself as a go-to resource for institutions creating or investing in QIS, offering diversified portfolios across and between factors
Fixed income was a rare winner in a terrible 2018 for alternative risk premia. More complex iterations are on the way
Boston-based Acadian aims to limit risks from complex, machine learning algorithms
Waning power of quant approach could be a reason for trend following’s malaise
Statistical analysis shows four strategies caused most pain, but funds suffered differently
Higher-frequency images set for use in entirely new ways and by more investors than before