Quants – pick your alt data wisely, says Goldman MD

Investors must balance risk of false signals versus missing out on alpha, says Matthew Rothman

An illustration of lots of business people around the world all connected by lines

The ratio between the width and height of a hedge fund manager’s face has shown to be linked to their performance. But would you pick managers based on it? Probably not.

That was a question posed by Matthew Rothman, a managing director at Goldman Sachs, a quant tasked with selling Goldman Sachs’ internal data.

Speaking on a panel at the Quandl data conference in New York on January 23, Rothman talked about the dilemma facing quants in finance as they weed through the deluge of alternative data

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here