Quant Investing

Morgan Stanley: Value-based Quant Investing Losing Effectiveness, But We Have A Solution

A Morgan Stanley Quantitative Research report points to the declining returns among value-based, quantitative equity funds, perhaps impinging on the rule of supply and demand relative to investment formulas. As new quant tools "democratize investing," increased competition is reducing returns. But there is a solution for quant investing. Don't look to one fund manager or strategy. Adopt a "nuanced approach" that might include custom-built algorithms based on the institutional investors idiosyncratic investing knowledge.

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