Last week, I mentioned Merrill Lynch’s Market Analysis Technical Handbook. I was somewhat smitten by the wire house attempt to explain the basics of technicals to a broader layperson audience.

Several BP readers at Mother Merrill (as she used to be known) directed my attention to another annual release: US Quantitative Primer 2013. It is described thusly:

Everything you wanted to know about Quant
Our fourth publication of the Quantitative Primer includes historical charts and
explanations of the proprietary stock screens that we draw upon in our strategy
work, and which we use as a crucial input into our investment views. What’s new:

This year, we have added a few new features, including an in-depth focus on what drives market performance, an analysis of quantitative factor sensitivity to macro variables, and an update to our roadmap for stock pickers including historical intra-stock correlation charts for each industry group.

Again, color me impressed that a big firm would put out a document that at its heart challenges many of the fundamental principles the rest of the firm is built upon.

I do not see a public link for this one (either) but I have put in a request.

 

US QUant

 

 

Source:
Everything you wanted to know about Quant
Savita Subramanian
Equity & Quant Strategist
MLPF&S

Category: Analysts, Digital Media, Quantitative

Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data and lack of respect for scientific knowledge. Be sure to create straw men and argue against things I have neither said nor implied. If you could repeat previously discredited memes or steer the conversation into irrelevant, off topic discussions, it would be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

9 Responses to “US Quantitative Primer 2013”

  1. qua says:

    Found on Mother Merrill’s site: http://goo.gl/mAVco

    • This report can only be accessed through its research1.ml.com link.
      If you are a BofAML client and do not have this link, please contact your BofAML Sales Representative for access.

    • This report can only be accessed through its research1.ml.com link.
      If you are a BofAML client and do not have this link, please contact your BofAML Sales Representative for access.

    • This report can only be accessed through its research1.ml.com link.
      If you are a BofAML client and do not have this link, please contact your BofAML Sales Representative for access.

  2. Bengal Richter says:

    I was able to get it from http://research1.ml.com/C?q=BT8cIfD9wzsT7x5oAJRoKg. I’m not a Merrill client, wasn’t logged in to their site.

  3. biswajeet.pattnaik@gmail.com says:

    Please click on http://sharedmedia.ml.com/media/45418.pdf

    Then click on US Quantitative Primer 2013, a link will open and thats your pdf.
    Best regards,

    Biswa

  4. Gloobus says:

    Interesting the link in the previous posts is correct but I could only access it through a pdf:

    - Searched google for US quantitative primer pdf
    - Opened the link http://sharedmedia.ml.com/media/45418.pdf
    - On page 6 of the pdf is a small link “Click here for the full report…”

    And voila