#Quant

In a time when traditional long/short, macro and other fundamental-analysis based hedge funds are losing the war to ETFs and passive investing... ... one group of funds is thriving, and none more so than quant powerhouse Two Sigma which according to the FT, has quietly grown assets under

We are already unquestionably living in the era of the quantitative fund: Not only are quant funds receiving a larger percentage of new investor money than their discretionary peers, but as JPM Morgan’s head quant noted earlier this month, passive and quantitative funds now account for about 60% of

Two days ago, JPM's head quant made a striking observation: "Passive and Quantitative investors now account for ~60% of equity assets (vs. less than 30% a decade ago). We estimate that only ~10% of trading volumes originates from fundamental discretionary traders." In short, markets are now "a

Today Bank of America released its annual "Institutional Factor Survey", i.e., questionnaire targeting market quants (but not only), which seeks to assess which factors and attributes are most important in the current environment to clients in selecting securities. As it introduces the 37 page