Quant tools and quant investing insights

AI: The new horizon of quant investing

The use of quantitative data analysis has long been defined in a singular, strict way. However, with the dawn of generative AI, its meaning is expanding to include the use of AI tools in capturing alpha. Explore thought leadership on this topic below.

Analysis of Hedge Fund Trading Strategies

Technical analysis and its classic indicators have long been popular tools for market timing among investors.

Allocation-Focused Regimes and Applications to Dynamic Factor Investing

Financial markets are complex and challenging to model. This complexity stems from the pervasive influence of economic, behavioral, and geopolitical factors.

Predictive Power: Forecasting Dividend Cuts with AI (Vanguard)

For compliance reasons, this paper is only accessible in the United States

In the world of investing, even a tiny advantage can affect returns. Can AI tools be used to give investors the needed edge?

These Two Factors Tend to Drive Portfolio Success (Alpha Architect)

There’s no magic number, but allocating 20–50% to concentrated factor exposures seems like a solid starting point for an equity sleeve.

Why Quality Stocks Aren’t Doing Better this Year (Morningstar Indexes)

It’s useful to open the hood and examine the nature of quality investing from both holdings-based and returns-based perspectives.

Quant Street: How Active is Active Quant? (Robeco)

Taking another look at what active quant means, this video sheds light on a concept of key importance for investors interested in this area.

Can Margin Debt Help Predict SPY's Growth Bear Markets? (Quantpedia)

Navigating the financial markets requires a keen understanding of risk sentiment, and one often-overlooked dataset.

The Macro-Quantamental Handbook (Macrosynergy Research)

Macro-quantamental indicators and trading signals are transformative technologies for asset management.

How Active Is Your (Nominally) Actively Managed Quantitative Fund?

Quantitative funds, which rely on automated algorithms for portfolio–decision making, are gaining prominence in the mutual fund industry.

97 Years of Death Crosses (Quantifiable Edges)

A Death Cross is when the 50ma crosses below the 200ma. It is confirmation of a downtrend, perhaps a bearish signal.

Investing with Uncertainty with Myron Scholes (What Happens Next)

In this podcast, Myron Scholes, the Frank E. Buck Professor of Finance, Emeritus at Stanford Graduate School of Business, explore the concept of uncertainty.

Market Cycles Point to Major Changes (Foundation for the Study of Cycles)

FSC Development Director Ron William spotlights market strategist Valérie Gastaldy, who integrates cycles, sentiment, and technical analysis to forecast key market turning points.

Small, Value, or Small/Value?

This paper tries to answer whether it is better for investors to add one (small/value) satellite or two (one small-cap and one value) satellites to their portfolios?

Optimal Factor Timing in a High-Dimensional Setting (Financial Analysts Journal)

Machine learning methods have made it feasible to combine a large number of signals in return prediction and portfolio construction.