RT Journal Article SR Electronic T1 Best Practices in Research for Quantitative Equity Strategies JF The Journal of Portfolio Management FD Institutional Investor Journals SP 135 OP 143 DO 10.3905/jpm.2016.42.5.135 VO 42 IS 5 A1 Joseph A. Cerniglia A1 Frank J. Fabozzi A1 Petter N. Kolm YR 2016 UL https://pm-research.com/content/42/5/135.abstract AB The authors examine the research process and principles underlying successful models used in quantitative equity strategies. They identify three key factors they see contributing to improved empirical work: 1) making research design a top priority, 2) making new, more extensive datasets available, and 3) making advances in computational areas such as econometrics, machine learning, and statistics. The authors explain these key factors and also share insights on how to integrate market dynamics, data, research design, advance modeling techniques, and economic/financial introspection into the research process.TOPICS: Quantitative methods, derivatives, portfolio management/multi-asset allocation