Hedge Fund

Quantitative Strategies

Overview

The nature of investing is changing as the investment process more heavily adopts technology and quantitative methods. The approach used by quantitatively driven investors generally fits into one of five strategies: Quantamental, Risk Premia, CTA, Systematic Macro, and Quant Equity Market Neutral.

To varying degrees, these strategies rely on technology and a quantitative approach to the investment process. Each strategy is broad and defined by the core quantitative methods, investment framework, and asset classes that encompass it. Within each strategy there are numerous different sub-strategies.

In the following series of articles, we describe the strategies used in quantitatively driven investing. In addition, we highlight how they differ from and improve upon the more traditional strategies from which they have evolved.

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