Ilya A. Strebulaev
Stanford Graduate School of Business
Thomson Reuters, November 29, 2017, by Zachary R. Sheffer
Quantamental investing, which combines the best of fundamental and quantitative strategies, is redefining how asset managers handle their portfolios.
Systematic investment strategies driven by big data, machine learning and advanced analytics have become the toast of Wall Street in recent years.
Just look at the hedge fund industry in 2016 when investors lost confidence and pulled out US$70 billion, only for quantitative funds to add $13.3 billion in new money amid the turmoil.
InfoWorld, June 2, 2015, by Howie Liu
For a long stretch of early personal computing history, three software products dominated the software market: WordPerfect for word processing, Lotus 1–2–3 for spreadsheets, and dBase for databases. Why, then, did the word processor and spreadsheet remain as the stalwart core of the knowledge worker’s toolkit, while the database became relegated to the domain of technical experts?
Medium, September 22, 2017, by Michael Ho
Having been a professional investor, it’s hard not to be amused by all the excitement around alternative data, quantitative and factor based investing. They are often cited as radical new technologies that will change the future of investing. Admittedly, Quantavista Research contributes contribute to this perspective. But, I’d like to share some inconvenient truths. As they say, what’s old becomes new again. Quantitative investing has been around for decades. Fama and French wrote the first paper that’s very similar to today’s factor investing in 1992. Arguably what’s changed the most is not the innovation, but rather the widespread adoption of these concepts.
ClearThinking.org, March 27, 2018, by Doug Moore
Shortly after Election Day 2016, ClearerThinking took part in organizing a novel research project. Inspired by their longstanding interest in making more accurate predictions, they collaborated with affiliates to set up a long-term experiment: how accurately could different groups of people predict the political events of the coming years? Findings from the first year of the Trump presidency demonstrate the intriguing power of group forecasts.