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US Quantitative Primer 2013

Posted By Barry Ritholtz On May 20, 2013 @ 12:00 pm In Analysts,Digital Media,Quantitative | Comments Disabled

Last week, I mentioned Merrill Lynch’s Market Analysis Technical Handbook [1]. 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 [2]

 

 

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


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URLs in this post:

[1] Merrill Lynch’s Market Analysis Technical Handbook: http://www.ritholtz.com/blog/2013/05/merrill-lynch-market-analysis-technical-handbook/

[2] Image: http://www.ritholtz.com/blog/wp-content/uploads/2013/05/US-QUant.png

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