Category Archives: Quantitative Models

Quant Funds Not Looking so Brilliant After All

NYT 8/20: Shrinking Quant Funds Struggle to Revive Boom The combined assets of quantitative funds specializing in United States stocks have plunged to $467 billion, from $1.2 trillion in 2007, a 61 percent decline, according to eVestment Alliance, a research … Continue reading

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Fascinating Story of Quant Funds during Market Meltdown

Download 2010-1-23 The Quants: Formula for a Meltdown – WSJ.com An older article about this topic: Download 9-7-07 WSJ How Market Turmoil Waylaid the 'Quants' The unusual behavior of stocks that PDT tracked had begun sometime in mid-July and had … Continue reading

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Bangaladesh Butter and Sheep Population Explain 99% of Stock Market Returns. Right.

WSJ: Data Mining Isn't a Good Bet for Stock Market Predictions The stock market generates such vast quantities of information that, if you plow through enough of it for long enough, you can always find some relationship that appears to … Continue reading

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