Posts by Andrew Breton

Elsen Goes “On Air” with DM Radio

The Elsen team knows just how complex it can be to get value from financial data. It’s the entire reason Elsen exists.


Factor Investing Hits A Hockey Stick

Factor investing has been around for more than half a century, but for the majority of that time has been driven by academic research. There haven’t been many investors using factor-based strategies in practice yet, but new research hints that we’re hitting a boiling point where that is starting to change.


Considering Quant? 5 (More) Tips for Dealing with Data

As data-driven strategies continue to take over the world of professional investing, The Wall Street Journal’s most recent look at this seismic shift highlighted the increasing pressure on traditional investors. For example, at firms like Citigroup, traders are being introduced to coding languages like Python through multi-day courses – and they’re happily spending days away from the floor to do it.


As Quant Funds Climb to $1 Trillion, There’s a Chasm to Cross

Data-driven strategies continue their march towards dominating the hedge fund industry and estimates released this month from HFR marked a major milestone on the horizon. According to the research firm, assets under management at quantitative hedge funds will surpass $1 trillion this year. This is an enormous amount of money being managed by machines.


Considering Quant? Here Are 5 Tips for Dealing with Data

Elsen’s head of quant analytics & research, Andrew Breton, has contributed an article to TabbFORUM on five common missteps that firms often make when preparing data to drive value.


Quants may ‘run Wall Street,’ but they shouldn’t run amok

In a recent article titled “The Quants Run Wall Street Now,” Wall Street Journal reporters Gregory Zuckerman and Bradley Hope outlined the ways in which quantitative strategies – and quants themselves – have become an integral part of hedge funds and other investment firms.