Schloss on the other hand ran his fund with very little stress for 47 years. Buffett started his career as a numbers guy, and made huge returns in the early years of his partnership thanks to this method. He slowly evolved as an investor and later developed thanks in large part to the influence from Charlie Munger into a much more qualitative investor.
Ben Graham stayed a quant for his entire career. Walter Schloss was a big believer in using simple numbers from Value Line and reading company annual reports. Joel Greenblatt developed his famous Magic Formula, which was not only quantitative, but also systematic. I think that these two methods both are an important part of an investment strategy, but I prefer to give more weight to the quant side. I find that it suits my personality and my current set of skills. I intend to improve my analytical skills over time, and maybe my thoughts on this topic will evolve.
But for now, I choose to study and learn from Buffett and other great qualitative investors, but to manage my portfolio using basic quantitative value principles and investment methods that have been proven to be successful and predictable over time.
Above the Index Asset Management
Email Address:. So Which Method Is Better?
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To Summarize My Thoughts: I think that these two methods both are an important part of an investment strategy, but I prefer to give more weight to the quant side. Attend regular client portfolio reviews in order to keep client abreast on the activities of portfolio, market performance review, and future market outlook. Responsible for budgeting, forecasting, financial modelling, financial analysis and other financial reports.
Minimum 2 years of relevant experience preferably with Asset Management. Ability to work well under pressure. Hands-on and proactive with people management and communication skills. Analyze and monitor clearly and keep in track of market opportunities and trends in world product. Examining and assessing economic and market trends, and various indicators to determine suitable investment strategies.
Apply machine learning techniques with structured and unstructured data to develop forecasting model for stock market, FX and interest rate direction. Explore new modern machine learning techniques and tools that help tackle generalization problem of time series data.
About Bruce Jacobs and Ken Levy
Enhance alternative data to investment strategies, e. Design and implement Agile data platform facilitating the whole machine learning process to gain working efficiency and reduce operational risk. Provide insightful visualization and explanation of the machine learning results as well as recommend the next course of actions to decision makers and other functional groups.
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Measure absolute risk and relative risk, including volatility, VaR, tracking-error, Sharpe ratio, information ratio, and controlling them within limits. Review and propose risk management policy and framework i.
Actively monitor, update and analyze all regulatory changes with related to Asset Management business. Develop automated workflow for data extraction, validation, and transformation to improve report generation time. Develop, test, maintain, and optimize models for estimating market risk, liquidity risk, and credit risk within each investment portfolios. Having background in credit analysis and strong analytical skills especially in investment portfolio, country risk, financial and economic analysis.