TY - JOUR T1 - Best Practices in Research for Quantitative Equity Strategies JF - The Journal of Portfolio Management SP - 135 LP - 143 DO - 10.3905/jpm.2016.42.5.135 VL - 42 IS - 5 AU - Joseph A. Cerniglia AU - Frank J. Fabozzi AU - Petter N. Kolm Y1 - 2016/07/31 UR - https://pm-research.com/content/42/5/135.abstract N2 - 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 ER -