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Evolution of Quantitative Stock Investing
October 15, 2018 • Posted in Equity Premium, Momentum Investing, Sentiment Indicators, Size Effect, Value Premium, Volatility Effects
Quantitative investing involves disciplined rule-based approaches to help investors structure optimal portfolios that balance return and risk. How has such investing evolved? In their June 2018 paper entitled “The Current State of Quantitative Equity Investing”, Ying Becker and Marc Reinganum summarize key developments in the history of quantitative equity investing. Based on the body of research, they conclude that: (more…)
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