Macquarie: Melbourne Cup Quant Picks

James Marlay

Livewire Markets

After a few lean years the quant analysts at Macquarie have upgraded their Melbourne Cup Quant Model. In 2016 the model analyses data from 40,000 participants over 4,000 horse races to give them "an extra edge." The team says the recent equity market rotation into Value has influenced their 2016 model. The impact is a screen that focuses on identifying those horses that look under or overvalued relative to their true chances of winning. Interestingly the screen takes into consideration the behavioural biases of punters. An entertaining read available here: (VIEW LINK)


1 stock mentioned

James Marlay
Co Founder
Livewire Markets

Livewire is Australia’s #1 website for expert investment analysis. We work with leading investment professionals to deliver curated content that helps investors make confident and informed decisions. Safe investing and thanks for reading Livewire.

I would like to

Only to be used for sending genuine email enquiries to the Contributor. Livewire Markets Pty Ltd reserves its right to take any legal or other appropriate action in relation to misuse of this service.

Personal Information Collection Statement
Your personal information will be passed to the Contributor and/or its authorised service provider to assist the Contributor to contact you about your investment enquiry. They are required not to use your information for any other purpose. Our privacy policy explains how we store personal information and how you may access, correct or complain about the handling of personal information.

Comments

Sign In or Join Free to comment