DFA’s new fund: More proof that quantitative asset allocation is not always active money management

I think it’s safe to say that quantitative strategies will continue to emerge as a form of nuanced passive investing. Digital computations are opening up allocation opportunities that humans cannot discern.

Does anyone think for a minute that Dimensional Fund Advisors will say their newest fund, developed with the help of Fama and French, is actively managed? If so, they need to check out DFAs philosophy.

DFA sees new international opportunities

Small-cap-value stocks are focus of new fund using quant strategies

To capitalize on international investing, Dimensional Fund Advisors LP has launched an international-equity fund despite comparatively stronger U.S. stock market performance.

The International Vector Equity Portfolio invests in small-capitalization companies with attractive valuations that trade internationally and are located in developed markets. The mutual fund relies on quantitative strategies to make investment decisions

The basis for offering the fund is not to exploit a hot sector but to identify long-term opportunities, said Ted Toal, senior partner with Triton Wealth Management Inc. of Annapolis, Md., which has $90 million in assets under management.

Previously at MFSW: Morningstar enlivens (and muddies) debate on active ETFs