One of the most interesting ideas suggested by Ian Ayers’s book Super Crunchers is the role of humans in the implementation of a quantitative investment strategy. As we know from Andrew McAfee’s Harvard Business Review blog post, The Future of Decision Making: Less Intuition, More Evidence, and James Montier’s 2006 research report, Painting By Numbers: An Ode To Quant, in context [...]
Posts Tagged ‘Quant’
Dreaming of electric sheep
Posted in About, Behavioral economics, Quantitative investment, Stocks, tagged Quant, Quantitative on February 25, 2010 | 2 Comments »
Quantifying qualitative factors
Posted in About, Quantitative investment, Stocks, Value Investment, tagged Quant, Quantitative, Value Investment on February 23, 2010 | 7 Comments »
I’ve just finished Ian Ayres’s book Super Crunchers, which I found via Andrew McAfee’s Harvard Business Review blog post, The Future of Decision Making: Less Intuition, More Evidence (discussed in Intuition and the quantitative value investor). Super Crunchers is a more full version of James Montier’s 2006 research report, Painting By Numbers: An Ode To Quant, providing several [...]
What Montier’s Painting by Numbers can offer to value investors
Posted in About, Stocks, Value Investment, tagged James Montier, Quant, Quantitative, Value Investment on December 22, 2009 | 13 Comments »
In his 2006 research report Painting By Numbers: An Ode To Quant (via The Hedge Fund Journal) James Montier presents a compelling argument for a quantitative approach to investing. Montier’s thesis is that simple statistical or quantitative models consistently outperform expert judgements. This phenomenon continues even when the experts are provided with the models’ predictions. Montier argues [...]
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