Are quant strategies well equipped for this market?

Insights from Robeco, Amundi, MIT, and more

Volatility has prompted some investors to look once more towards quantitative strategies as ways to successfully navigate uncertainty. But advancements in AI, renewed concerns about quant crowding, and an increased focus on generating higher returns without taking on additional risk have spurred more questions than answers. The latest thinking from global asset managers and institutions addresses some of these issues.

Generating Alpha While Maintaining Disciplined Control (Robeco)

Looking to maintain equity exposure but with clearer risk controls? Quantitative investing may offer a solution.

S&P Momentum Indices Shine in April Rally (S&P Dow Jones Indices)

Momentum strategies have gained momentum. Could they provide another tool for navigating today’s market environment?

One Size Fits None: Heuristic Collapse in LLM Investment Advice (MIT)

Good advice requires integrating a user’s full context rather than responding to salient surface features. Can LLMs do this?

Systematic Tactical Allocation in Emerging Markets vs. U.S. (Quantpedia)

When should investors increase or reduce exposure to emerging market equities relative to U.S. equities?

A Formal Model of How Artificial Intelligence Erodes Human Agency (RAND)

As AI assumes more decision-making roles in government, the economy, and society, will humans retain the capacity to shape collective outcomes?

Protecting Long-Term Compounding in Secular Bear Markets (CMT Association)

The conventional wisdom that equities reliably reward patient investors over long horizons obscures a critical historical pattern.

Volatility, Timing, & Market Cycles (Foundation for the Study of Cycles)

This wide-ranging discussion explores the question, where might technical analysis be heading next?

Misplaced Anxiety? A Reassessment of Crowding in Systematic Investing (Acadian)

As systematic managers have enjoyed renewed popularity, concern about quant crowding has resurfaced. Is it overstated?

Quant Investing in 2026: Data, AI, and Human Judgment (BNP Paribas AM)

Despite technological advances, human judgment remains central to successful quant investing.

How Portable Alpha Overlays May Enhance Equity Returns (Quantica Capital)

The question is no longer whether you can beat the S&P 500, but whether you are using your risk budget efficiently.

Pure Momentum (Amundi)

For compliance reasons, this paper is NOT accessible in the United States

How a “pure momentum” strategy can achieve highly significant returns with lower risk, consistently outperforming traditional momentum approaches.