Following yesterday’s article covering the research side of quantitative investment strategies (QIS), Guillaume Arnaud (pictured), head of quantitative investment solutions at Société Générale, provides an overview of the practical applications of these strategies in the market and how they reached the retail space.

Following the financial crisis, challenges surrounding the low interest rates environment, risk management and diversification away from equities forced investors to consider other types of liquid and transparent strategies and brought them to question their investment process. In parallel, new academic research about identifying sources of return and capturing alpha in a systematic way was published. “The development of the QIS market can be explained by a combination of factors,”

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