| 25.09.2008 Opalesque Exclusive: The Quants are back – We should still invest in HFs for the persistent benefits of alternative risk premium, not for the star traders, QuantInvest conference (day 2) |
| Benedicte Gravrand, Opalesque London, reports on yesterday’s Terrapinn conference on quantitative investments, QuantInvest (details). Pitfalls in quantitative modelling according to S&P Mitch Abeyta, managing director of Standard & Poors, said that quants did not use daily data 20 years ago. Today 76% of company reports preliminary information – and all of this impact lagging assumption |