Quantitative Investing Research
Our library of quantitative investing PDFs and research papers covers a variety of quant investment topics, including risk & portfolio construction, quant investing strategies for generating alpha, index investing, quant equity strategies and quantitative attribution analysis. Some of the quant papers we curate are authored by quantitative investment management firms. Others are academic quant papers, or published by quant-oriented technology providers.
There are several thousand quantitative investing white papers and PDFs in our research library, of interest to quantitative investment managers and analysts, quantitative risk managers, asset allocators and institutional investors around the world.
Quantitative investing strategies and quantitative investment analysis have been increasingly adopted by investment management institutions and institutional investors over the last twenty years, with quant model investing underlying an increasing proportion of asset allocation and stock selection processes. Today, it is rare to find an asset management firm that does not use a quantitative investing process or quant strategy somewhere within the organisation.
To include your quantitative investment research, white paper or PDF in our quantitative investing library, message us, with details of the paper that you would like us to feature.
The “Quantitative Investing” classification covers a wide area of investment disciplines. Many quant analysts are employed to create quant trading strategies to generate alpha – or to develop factor investing (“smart beta”) strategies. An increasing number of quant fund managers and analysts are developing “big data” applications. Other quantitative analysts are tasked with portfolio risk management, construction and optimisation. Quantitative investment managers will also run index funds and carry out performance attribution analysis. Quants will also be deployed to manage derivatives strategies and option pricing.
In 2019, the four most popular quantitative investing PDFs have included “Volatility Lessons” by Fama and French; “King of the Mountain: The Shiller PE and Macroeconomic Conditions” by Arnott, Chaves and Chow; “A Tactical Asset Allocation Workflow” by Axioma; and “Equity Risk Premiums” by Professor Aswath Damodoran. Also popular have been a number of indexing whitepapers, and PDFs which examine quant technologies, quant equity strategies and qu8antitative investment management processes. These quantitative white papers are of particular interest to quantitative analysts, quant investment managers, and institutional investors who deploy quantitative investment managers and quant products.
A key concern for quant researchers and analysts (and indeed, for the investors who rely on their work) is the robustness or validity of the quantitative model being employed. One academic paper voices the risk of “pseudo-mathematics” or – even more strongly – “financial charlatanism”, which can occur when data is “mined” to generate spurious relationships which don’t persist out-of-sample. Therefore, quantitative research which provides a statistical framework for determining the statistical robustness of quant models (thereby reducing the risk of overfitting) have generated much engagement.
This Library of Quantitative Investing Whitepapers is powered by Savvy Investor – the world’s leading content hub and reference library for institutional investors, with over 20,000 white papers of interest to institutional investors, quantitative investment managers, asset allocators, CIOs, fund managers and quant analysts.
The Savvy Investor Research Hub includes dedicated section for quantitative investing papers and research, with thousands of papers on quant investment issues, covering asset allocation, stock selection, factor investing, currency management, ESG materiality, and portfolio construction.
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