The Hunt for Alpha Lies in the Short-Term

Delivering differentiating results

NICOLAS MIRJOLET, CIO AND FOUNDING PARTNER, TOLOMEO CAPITAL AG

Quantitative or systematic investing is more competitive than ever. Cheap computation power, infinite storage capabilities, the proliferation of low-cost but state-of-the-art data analysis tools, online data scientist communities, combined with the progressive commoditization of well-known quant factors through the “smart beta” tag, undoubtedly raises questions about the value-add of a systematic managers in such an environment. If one hasn’t resigned oneself to the belief that...

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