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The Case For Quant: Why Systematic Investing Fits the Emerging Market Opportunity

January 2018
By David Elliott, CFA, FRM

Wellington Management believes that there is opportunity for bottom-up stock pickers in relatively inefficient emerging markets.

David Elliott, co-director of the Quantitative Investment Group, explains how a systematic approach to emerging market equities can zero in on consistent return drivers, scale up easily as the emerging market universe expands, and address common concerns about liquidity and trading costs.

David Elliott, CFA, FRM
Co-director, Quantitative Investment Group and Portfolio Manager of Hartford Emerging Markets Equity Fund

All investments are subject to risk, including the possible loss of principal. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets.

WP332  204793