Factor Investing 2.0: Lessons from the U.S. Quant Boom for European Asset Managers
Factor investing has evolved dramatically in the U.S. over the past decade. What began as a focus on classic styles—value, momentum, size—has transformed into a sophisticated discipline using alternative data, non-linear models, and adaptive frameworks. Now, it’s time for European asset managers to catch up. While legacy factor models still dominate in many European portfolios, […]
The Quant Revolution Comes to Europe: Where Alpha Still Lives
Quantitative investing isn’t new—but its rise in Europe is picking up serious momentum. For years, Europe’s financial scene was dominated by discretionary strategies. Investment decisions often came from intuition, experience, and human analysis. But that’s changing. Today, mid-sized funds and asset managers across Europe are embracing data science, algorithmic signals, and predictive models to compete […]
From Wall Street to Frankfurt: Adapting Successful Quant Strategies for European Markets
Quantitative investing has transformed how many investors make decisions. In the U.S., quant hedge funds like Renaissance Technologies and Two Sigma have used data, math, and machine learning to beat the market. But can these same tactics work in Europe? The short answer: Yes, but with a twist. What Is Quant Investing? Quantitative (or “quant”) […]
