Quantitative Strategy, Trading, and Algo Development Industry News

Discretionary Managers Seek Alpha in Alternative Data

Alternative data providers see huge potential in providing their data to discretionary asset managers who are losing assets to quantitative and systematic funds.

As active managers trail the performance of passive index funds and exchange-traded funds (ETFs), discretionary fund managers are scrambling to consume big data analytics into their decision making process.

While early movers in the big data analytics industry have mainly been quant hedge funds and systematic fund managers, the next wave is going to be discretionary fund managers, according to panelists at an event sponsored by Wall Street Horizon, EstimizeOTAS Technologies and FlexTrade Systems.
Read the full story on Traders Magazine Online
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