Quantopian: A New Model for Active Management

Sara  Fleiss; Adi   Sunderam; Luis M. Viceira; Caitlin  Carmichael

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Case | HBS Case Collection | October 2017

Quantopian: A New Model for Active Management

by Sara Fleiss, Adi Sunderam, Luis M. Viceira and Caitlin Carmichael

Keywords: big data; hedge fund; crowdsourcing; investment fund; quantitative hedge fun; algorithmic data;

Language: English

Format: Print

21 pages

Educators Purchase

Citation:

Fleiss, Sara, Adi Sunderam, Luis M. Viceira, and Caitlin Carmichael. "Quantopian: A New Model for Active Management." Harvard Business School Case 218-046, October 2017.

About the Authors

Sara L. Fleiss

Senior Lecturer of Business Administration

Finance

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Adi Sunderam

Marvin Bower Associate Professor

Finance

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View Publications »

Luis M. Viceira

George E. Bates Professor
Senior Associate Dean, Executive Education

Finance

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More from these Authors

Case | HBS Case Collection | August 2019

Paradigm Capital Value Fund

Luis M. Viceira and Elena Corsi

Karl Jan Erick Hummel had founded Paradigm Capital Value Fund in 2007 together with Columbia Business School Professor Bruce Greenwald, an expert in value investing and now chairman of the fund. The fund followed the principles of value investing to their target universe: publicly traded companies with market capitalization between €100 million and €4.5 billion based in Germany, the Nordic countries, the U.K., and Ireland. Hummel and Greenwald believed they had developed an investing edge in that universe, ignored by large U.S. and U.K. based funds, through deep research and by locating their headquarters close to companies and their management. Hummel and his team of six analysts were based in a small suburb of Munich, Germany. Paradigm Capital Value Fund was highly concentrated, with 60% of its assets invested in four stocks, and held its positions for long periods of time. Hummel had to decide if it was time to divest from one of their main investments, a German manufacturer of roll-over car washing systems, and instead invest in a German truck equipment supplier. At the same time, Hummel was concerned by how to grow the fund.

Keywords: Investment Activism; Investment Portfolio; Financial Management; Growth and Development Strategy;

Citation:
Viceira, Luis M., and Elena Corsi. "Paradigm Capital Value Fund." Harvard Business School Case 220-014, August 2019. View Details

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Case | HBS Case Collection | August 2019

Sustainable Investing at J.P. Morgan Private Bank

Sara Fleiss, Luis Viceira, Sara Fleiss and Luis Viceira

Citation:
Fleiss, Sara, and Luis Viceira. "Sustainable Investing at J.P. Morgan Private Bank." Harvard Business School Case 220-016, August 2019. View Details

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Case | HBS Case Collection | August 2019

Sustainable Investing at J.P. Morgan Private Bank

Sara Fleiss, Luis Viceira, Sara Fleiss and Luis Viceira

Citation:
Fleiss, Sara, and Luis Viceira. "Sustainable Investing at J.P. Morgan Private Bank." Harvard Business School Case 220-016, August 2019. View Details

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Quantopian: A New Model for Active Management

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