Data Trends for Investment Professionals

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The Seven Deadly Sins of Quantitative Data Analysts

Sooner or later, every quant is tempted by forbidden fruit. These all-too-human traits can permeate even the most sophisticated analysis. Keep these tips in mind as you develop strategies, and you just may turn vice into virtue. Download the printable version [media-downloader media_id="365" texts="here"].

A Quant’s Approach to Building Trading Strategies: Part Three

This is the third part of our interview with a senior quantitative portfolio manager at a large hedge fund. In the first part, she discussed the theoretical phase of creating a quantitative trading strategy. In the second part, she described the transition into “production.” This interview received so many excellent questions that we've dedicated an entire post to the answers. You can read the first part of the interview here and the second part of the interview here. Readers' questions have been lightly edited for clarity. 1. How do you monitor and manage your model once live? What additional checks and procedures...

A Quant’s Approach to Building Trading Strategies: Part Two

This is the second part of our interview with a senior quantitative portfolio manager at a large hedge fund. In the first part, we covered the theoretical phase of creating a quantitative trading strategy. In this part, we cover the transition into "production." We've also published a third part with answers to readers' questions. (more…)

A Quant’s Approach to Building Trading Strategies: Part One

Recently, Quandl interviewed a senior quantitative portfolio manager at a large hedge fund. We spoke about how she builds trading strategies--how she transitions from an abstract representation of the market to something concrete with genuine predictive powers. Can you tell us how you design new trading strategies? It all starts with a hypothesis. I conjecture that there ought to be a relationship between two instruments, or maybe there’s a new instrument in the market that’s gaining popularity, or maybe there’s an unusual macroeconomic factor I’ve discovered that drives micro pricing behavior. So I write down an equation – a model,...

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