Macquarie Research Turns Quant Equity Research On Rugby

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Mark Melin
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Updated on

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:…

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.