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Portfolio123 » List all forums » Forum: Ranking Systems and Factors/Functions » Thread: Time to buy high ranked quality? |
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crakes
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Barclays Quant Strategy group is saying that High Quality stocks are cheap relative to Low Quality stocks. Maybe it is time to buy the High Quality ranked stocks. The article is here and the key points on quality are discussed at the end. http://www.zerohedge.com/article/barclays-quant-strategy-mispricings-market-may-be-beginning-take-root Note that the Barclay's analysis is very much along the lines of Goldman Sachs "Quantcentration" - the value difference, or spread, between high and low rankings is used to identify the opportunity. An added bonus to the Barclay's analysis is that they introduce the notion of the market having a "macro-driven" regime vs a "factor-driven" regime. Enjoy. Carl ---------------------------------------- [Edit 6 times, last edit by crakes at Aug 9, 2010 2:28:32 PM] |
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