Welcome to Quantitative Management Associates Quantitative Management Associates (QMA) combines analytical discipline and seasoned judgment to deliver customized investment solutions. QMA manages $64 billion* in domestic and international assets across a broad range of strategies for:

• domestic and international corporate clients
• public pension plans
• mutual funds
• endowments and foundations
• multi-employer pension plans

QMA identifies investment opportunities by blending the output from quantitative models with the seasoned judgment of 36 investment professionals (including 11 PhD’s)** averaging 20 years of experience.
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* $64 billion as of 9/30/11.
** Staff as of 9/30/11

Market Reviews & Outlook
Economic and Market Outlook
The global economy has entered a dangerous phase with significant downside risks. Fears of a systemic shock to the world’s financial system have increased as European authorities have so far still failed to contain the region’s debt crisis. The deteriorating situation is compounded by a bleak economic outlook across the developed world. Stocks are attractively valued on several metrics, but the next few months concern us. Given the macro risks, we think it makes sense to remain cautious.
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Spotlight
Why Have Estimate Revision Measures not Worked in Recent Years
(Journal of Portfolio Management, Spring 2008)
An alpha indicator can lose its efficacy if too many investors use it in their trading decisions. Thus, a robust alpha factor model should consider how much of the information in a signal may already be reflected in stock prices.
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