Stumbled across this today.
Cooper Neff was the options quant prop trading unit of BNP Paribas.
One of the first notable quant shops.
Their disdain of fundamental analysis I think is misplaced and unfair.
What it does make me feel after reading the article is that quant models can flag interesting situations, which would lead to fundamental analysis. This, combined with technical analysis, is the ideal, in a perfect world without capacity constraints.
Cooper Neff was the options quant prop trading unit of BNP Paribas.
One of the first notable quant shops.
Their disdain of fundamental analysis I think is misplaced and unfair.
What it does make me feel after reading the article is that quant models can flag interesting situations, which would lead to fundamental analysis. This, combined with technical analysis, is the ideal, in a perfect world without capacity constraints.
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