Quant Models Working as Value Funds Struggle: JPMorgan

JPMorgan CAZENOVE analysts for Equity Quant Strategy (Europe), Marco Dion, Viquar Shaikh and Angelo Pessaris have put together a review of the global Quant landscape for Summer 2013 based on interviews with 350 quant managers in the US, Europe and Asia. Quants are back in the game A very encouraging finding is that Quant Models have again started generating positive returns. The in-house proxy Quant Strategies Index shows Quant strategies are working—it is up nearly 6 percent over the first eight months of 2013. That’s not all. Given current trends, 2013 might well turn out to be the fourth year…