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Questions tagged [active-investing]

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3
votes
1answer
155 views

What on earth is an Alpha Model in the quantative investment process?

I am confused with the useage of the concept "Alpha Model" in quantative investment. According to Qian, Hua & Sorensen (2007), the first thing in the toolbox of quantative investment process is "...
1
vote
1answer
84 views

How to calculate the daily rate of return for an actively traded account

I have a spot currency exchange account where the base currency is USD and where I can deposit and/or withdraw money from the account in any currency at any point in time. I can also exchange any ...
0
votes
1answer
53 views

Returns on actively trading bonds compared to equity?

Long term equities outperform bonds (equity premium puzzle). However this kind of misses the nature of returns: in equity it is mostly the total return from "the principal" (and a little from ...
1
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0answers
106 views

Investment Bank VWAP Execution ranking

Is there a ranking of Investment Banks institutional VWAP execution algorithms anywhere (who beats the benchmark price most consistently and by how much)? Thanks
16
votes
2answers
499 views

Does the rise in passive investing make the markets less efficient?

The general idea of efficiency in financial markets is that information is being processed almost instantaneously because active investors arbitrage away any arising price discrepancies. On the other ...