INVESTMENT STRATEGIES » Quantitative Investing
Human input vital for adapting quant models to changing markets
03 February, 2011
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| Nicolas Gaussel, Lyxor Asset Management |
Quantitative investment strategies require sound financial judgement if they are to be successful in changing market environments, writes Elisa Trovato
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‘Quality strategies’ the smarter way to make excess returns from global equity
03 February, 2011
The over reliance on momentum-based strategies, which aims to capitalise on the continuance of existing trends in the market, can lead to disastrous results through times, if they do not work, says Justin Abercrombie, head of QEP global equity at Schroders. “We are looking for stocks that are basically driven by either a valuation or a ‘quality’, by which we mean the profitability, the financial strength of the company and also its stability through time.”
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Competing theories come to the fore as quantitative models put under the microscope
03 February, 2011
Quantitative investing is once more under the spotlight, writes Yuri Bender. Last year’s resignation of Axa Rosenberg founder Barr Rosenberg, known for his ‘Bionic Betas’ and early use of quant methodology, has created a new crossroads.
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