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First Coverage Releases Quantitative Investing White Paper

“Research Proves Sentiment is Driving Factor in Generating Alpha”
Market sentiment Report
This paper provides an overview of how the markets have changed for quant funds since the quantitative meltdown of August 2007. We will review what happened, detail what’s different since that time and demonstrate how traditional market predictors have proven themselves inadequate to deal with the new market conditions.

This paper will then recommend specific adjustments that quantitative investors may undertake to better position themselves to generate strong returns in today’s new economic reality.