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Keyword: quantitative

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30790473-123RF

With the rise in socially responsible investing and quantitative strategies, are institutional investors that incorporate environmental, social and governance factors making markets less efficient and increasing mispricing signals? The link between socially responsible investing and the efficacy of signals used by quantitative investors is explored in a new working paper by Jie Cao, associate professor […]

Quantitative vs. Fundamental

How different are the style exposures and portfolio characteristics of quantitative and fundamental managers?

Triumph of the Backtesters

More indexes launched on reconstructed historical results.

  • April 21, 2010 September 13, 2019
  • 16:32
A More Quantitative Fundamental Law

Sector bets have proven to be an inconsistent source of alpha; Pyramis Global Advisors

The Long and Short of Market-Neutral Investing

What is the attraction of market neutral investing?