quantitative strategies
3 statements across 3 episodes · 1 bullish · 0 bearish · 3 people on the record · first statement Jun 12, 2017 by Larry Kochard · across every show →
Everything said about quantitative strategies, oldest first
Jun 12, 2017 positive
Kochard: Internal institutional quant strategies need strict 100-200 bps tracking error
“Knowing that probably the best way to implement that is in a very low tracking error approach. So tracking error on the order of, say, a 102 hundred basis points. Because knowing that if you tried to have too big a tracking error, If you really underperform fo…”
Feb 17, 2020 neutral
Quantitative stock ranking models disproportionately favor illiquid micro-caps
“Within the best ranked things, and this is true for most quantitative strategies, a disproportionate share of the most attractive things to virtually any quantitative ranking model are micro cap or small cap. And they're illiquid. So they're trading a few 100,…”
Dec 16, 2024 neutral
Peters: Discretionary Investing Spots Unprecedented Events But Suffers Emotional Bias
“The upside is as a discretionary investor, you can potentially see things around the corner that have never happened before, haven't happened in such a long period of time that your quantitative strategies can't foresee it. So that's the advantage. The downsid…”