A chasm exists between the active public equity investment management industry's fundamental, momentum, and quantitative styles. In this study, the researchers explore ways to bridge this gap by leveraging domain knowledge, fundamental analysis, momentum, crowdsourcing, and data science methods. This research also seeks to test the developed tools and strategies during the volatile time period of 2020 and 2021.
Hoskins, Allen; Reed, Jeff; and Slater, Robert
"Bridging The Chasm Between Fundamental, Momentum, and Quantitative Investing,"
SMU Data Science Review: Vol. 7:
1, Article 10.
Available at: https://scholar.smu.edu/datasciencereview/vol7/iss1/10
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