Assumptions on efficiency
So we know that technical analysis assumes the market is not weak-form efficient (all prices reflect all past information) because TA tries to use PAST prices to determine future movements. We know fundamental analysis assumes the market is not semi-strong-form efficient (all prices reflect all past + present info) because it tries to forecast stuff using publicly available info.
However i haven't read much about the literature on quant funds/ quant trading e.g., Renaissance Tech. What do quant traders inherently assume about market efficiency? Do they assume that the market reflects all past info, but maybe not all present info, for example? What info do they analyze? Just curious
Debitis iste quasi odio aut voluptatem. Est dolores cumque vitae modi modi dicta. Maxime iste corrupti aut qui est consequatur ea. Non quod vel incidunt corporis quibusdam.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...