Month: May 2024

Quantitative Investment Modeling – 120 Years Since Bachelier: Part 2 (After Computers)

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Part I of this article (posted on Blog.ValuEngine.com on May 22, click HERE) started with Louis Bachelier’s work from 1900 and covered all the theoretical work done up to and including William Sharpe, Ph.D.’s seminal work in 1964.  However, none of that early research had yet been applied successfully to actual investments in any meaningful … Read more

Quantitative Investment Modeling – 120 Years Since Bachelier: Part 1 (Before Computers)

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The history of quantitative analysis goes back far before computers, and this work leads directly into how the field progresses once computers can be applied. In this first post we explore the history and development of quantitative analysis as it applied to finance in the pre-computer world of the early through mid 20th century. Actively … Read more