Are the robots really better than humans at investing? With JPMorgan’s quant master Marko Kolanovic making the jaw-dropping claim only 90% of stock market volume is computer or algorithmic quant driven – exceeding the previous whisper number of 80% now involving systematic quant strategies – has the financial world reached a singularity point of no return? Or are the best computer-driven systematic programs actually driven by innovative humans? [dalio variation=”parity”] Quant strategies expand Regardless of the study – Barclays recently tagged systematically driven strategies at near $500 billion in assets under management, near the high end of the range – what…
On This Page
- Quant strategies expand
- Core insight into quant strategies: All formulas are if-then statements
- Barclays frames growing interest in quant strategies: "Strong case for portfolio inclusion"
- Fundamental portfolio managers look through the lens they best understand to understand quant strategies
- The historic "algorithmic aversion" is due to a resistance to investing in Quant strategies that are not understood
- Algorithmic aversion no more, systematic Quant strategies started "mainstreaming" in 2010
- Barclays: Growing systematic Quant strategies requires identifying new customers, education
- The starting point to understand quant strategies is the first important algorithmic decision to make
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