A New Paradigm in Quantitative Investing

Nov 27 2007 | 9:51am ET

By Dimitri A. Sogoloff, President & CEO, Horton Point

Introduction: A few weeks after the unusually large drawdowns attracted everyone’s attention to the perils of “quantitative” investing, the popular opinion of what may have happened, has been formed. The answer, apparently, lies in the quantitative space becoming overcrowded, with most models generating similar forecasts and thus similar portfolios.


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