David Blitz discusses research to improve existing strategies and explains how he designs new ones. “Our mission is to make good strategies even better and to design the next generation.” Head of Equity Research David Blitz has been at the forefront of quant investing since 1995 and is responsible for coordinating all quantitative equity research. Some of the key tools he has helped to develop are proprietary stock selection models and portfolio-optimization algorithms. He has also published numerous papers in peer-reviewed academic journals. Read the interview.
- Cambridge hedge fund insight sells
- Evolution key to top funds’ growth
- Private equity persistence slips
- Factors aid manager selection
- CalPERS says no to adding leverage
- Asset owners rethink private equity
- AP1 to up leverage, factor exposure
- USS goes direct in private markets
- Time for a globalisation rethink?
- Strathclyde cuts equity allocation