Practical Applications, Institutional Investor Journals, Spring 2015, Forthcoming
6 Pages Posted: 10 Jan 2015
Date Written: January 8, 2015
Quantitative Meta-Strategies (QMS) are quantitative strategies designed to manage investment strategies. As a field, QMS can be defined as the mathematical study of the decisions made by the supervisor of a team of investment managers, regardless of whether their investment style is systematic or discretionary. Algorithmized investment processes can be tested and improved before being applied to a business. They provide objective and consistent oversight, and help prevent repeated mistakes. They are scalable and speed up quality improvement by limiting managerial frictions and biases.
Keywords: Strategy selection, Capital Allocation, Stop-outs, algorithmic decision making
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation