Quant Street, Episode 10 – What kind of performance can investors expect?

Once the strategy is in the portfolio, what kind of performance can investors expect from Active Quant? In the tenth episode of this new series on quant investing, Jeroen Hagens takes a closer look at what contributes to the stability of Active Quant, what makes it flexible, and what we really mean when we say ‘systematic alpha capture’. How does that work, and why? And why do we tend to see a bounce-back effect after periods of underperformance?