algos ETF Markets passive investing quant

One Bank’s Quants Think They’ve Found The Key To Outsmarting ETFs

"We conjecture that market participants do not realize that passive investors are buying or selling securities."

"We conjecture that market participants do not realize that passive investors are buying or selling securities."
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3 comments on “One Bank’s Quants Think They’ve Found The Key To Outsmarting ETFs

  1. Error404

    Excellent piece.

  2. Mr. Lucky

    So logically the next thing is to base an ETF on the anomaly? Coming soon to a dealer near you.

  3. Duc Man Nguyen

    Does anyone know where I can find the original report by Deutsche ?

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