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Merging Quant & Value
Posted by: JoePass (IP Logged)
Date: January 18, 2013 07:55PM


Looking at the scoreboard I see that Jim Simons has the best record since inception at 30%. Since he's a quant, this fact stirs the juices about how quantitative strategies could be merged with value strategies. Wes Gray has done that in his book, Quantitative Value. I'm also reminded of Ben Graham's research in the latter years of his life...he talked about some simplified quant strategies.

JohnL


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