Evaluating Quantitative Investment Strategies
Maria Schiopu, Milliman Financial Risk Management LLC
In today’s investing environment sophisticated strategy formulations powered by novel computing technologies, reliant on complex data and advanced calculations are merely mainstream fare for savvy investors. But as the industry has leapt from fundamental investing to complex mathematics (see SSGA paper), enormous pools of assets remain under the guardianship of individuals who are not always fluent in financial engineering and its many dialects; although they are of course vastly experienced in finance and investing.