The quants are back in their billions

Press review The Business Times "(...) "If it's less than 30 years, I wouldn't look at it for factors," said Riccardo Rebonato, professor of finance at EDHEC Business School, EDHEC-Risk Institute, and a former global head of rates and FX analytics at Pimco. "Identifying a factor is like detecting the direction of a gentle breeze in the middle of a hurricane. You need a lot of observation to tell. (...)" Copyright The Business Times https://www.businesstimes.com.sg/executive-money/the-quants-are-back-in-their-b… 2019