Panel: What we’re getting wrong with data-driven strategies

Ed Rzeszowski (Blackrock) leads a panel exploring a variety of timely questions facing practitioners of quantitative investing strategies.  The panel includes Michael Brandt (QMS Capital Management), Ewan Kirk (GAM Cantab Systematic) and Joshua Coval (Laurel Canyon Partners).

  • How useful is alternative data in quantitative driven trading strategies?
  • How meaningful is historical data given the significant structural changes in markets?
  • With structural changes in the market environment, how should allocators adjust their process of evaluating investment managers?