Browsing: quantitative investing

Posts Tagged ‘ quantitative investing ’

Don’t Get Carried Away by Carry

Oct 15th, 2020 | Filed under: Newly Added, Alpha Strategies, The Global Economy & Currencies

By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION There are folks in finance who know and folks who don’t know. The latter group often drives the former crazy by abusing terminology. For example, moderators and guests on CNBC talking about momentum and growth stocks as if they were the same thing.Read More


Machine Learning, Quant Models, and ESG factors: Who Uses Them and What Data Do They Mine?

Apr 9th, 2020 | Filed under: Newly Added, Alternative data, Technology, Artificial Intelligence, CAIA Alternative Viewpoints, ESG, Machine Learning, Other Topics in A.I.

Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy, CAIA Association CAIA Association and FDP Institute recently had a conversation with Mike Chen and George Mussalli. Dr. Chen is the director of equity investments and Mr. Mussalli is the managing director and CIO of equity investments at PanAgora.Read More