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Our view of the current systematic investment landscape, along with an approximate timeline of proliferation of such strategies, and a brief description of each of the strategies.
The table below aims to offer a straightforward depiction of the current systematic investment fund landscape.
On the left of the image are strategies that are simple, fully commoditised and long-only that deliver a market beta. On the right are complex, black-box strategies that are expensive to run and deliver high alpha but at higher fees. The traditional quant space is in the middle of the figure. On the top of the figure are the oldest strategies and at the bottom, the most recent.
N.B. The list is not exhaustive and each strategy would have moved towards the left (simpler, more transparent, lower fees) as it became commoditised.
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