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| Reference | Title | Link |
| Emrich, S. and Crow, C. (2007) | Quant 2.0? | |
Summary
"Following the extreme returns to many quant strategies in August 2007, performance of ‘typical’ quant factors has been highly unusual over the last few months. We review several possible explanations for this performance. The return patterns to quant factors over the last few years may be an indication that quants are no longer price-takers in the market. We investigate the implications of this patter for quant strategies, and argue that it is time for an overhaul – Quant 2.0." |
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