Macquarie Research Turns Quant Equity Research On Rugby

Macquarie Research has taken its considerable quantitative talents and put them to work forecasting he Rugby World Cup finals and is finding an unusually high win percentage, one that would make any hedge fund manager salivate.

Quant research approach has delivered an 82.5 percent success rate

With an 82.5 win percentage – correctly forecasting 33 of 40 Rugby World Cup matches – the group looks forward and thinks the New Zealand team continues to be the front runner, while Australia is a big move and Whales still has a good chance of beating South Africa.

The formula considers five variables: Value, momentum, sentiment, quality and home field advantage. While stressing that...