Re: Great article on Quants
Originally Posted by
Bullitt
More on how quants have really messed up the market this past quarter. Ever wonder what causes the big moves late in the trading day? Very informative article.
http://www.ft.com/cms/s/0/553fea68-a...nclick_check=1
Maybe these quant funds are already 'factored into the market'. It's just become so diluted with them that the chances of success by way of a quant fund appears to be diminishing. Even the simple 'Dogs of the Dow' worked for a few years. No system works forever.
"I am so much more capable than you are of supervising the ship, and I have such enthusiasm for the mission and confidence in its success." HAL (2001-A Space Oddessy).
...is trumped once more by:
"Garbage in, Garbage out." - Computer axiom.
"All the prophets of Doom, Can always find room, In a world full of worry and fear..." - Protest Song, Monty Python
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