Alpha generation continues to persist in growth stocks, Meaning pain for value investors

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Quantquistador
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Quantitative fund management is gathering momentum through 2018 – more specifically major funds are risking greater amounts of capital in quant-based strategies globally, the results of which, however, are yet to be realised. While only recently, quantitative hedge fund titan, AQR Capital, announced they will be launching their first quantitative bond fund, 1 close to two weeks earlier BlackRock unveiled a push towards quant investing – catalysed by the acquisition of quant giant SAE, a $100bn computer-powered investment business. 2 With swathes of investors allocating their precious investment dollars in passive vehicles such as ETFs, active investment funds are seeking more…

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“Quantquistador” has a Masters in Science from Oxford University. She worked as an analyst at a bulge bracket bank, as well as a quant researcher at one of the world’s largest asset managers. She is currently studying for CFA level III and works part time as a quantitative researcher at a top hedge fund. Article Archive