Factors Institutional Investors Are Favoring

Every year since 1989, Merrill Lynch surveys a few 100 institutional investors using a broad variety of quantitative, valuation, process and modeling questions. Their responses get summarized in a 39 chart, 27 page report.

You can get a sense of the depth and breadth of the report in just a few charts — but overall, the results are quite thought provoking.

A few examples:


Click to enlarge:






Whether you manage money using quantitative or macro methods, I suggest you gives this report a read.


Annual Institutional Factor Survey #21
Results are in: investors are going back to basics
Savita Subramanian et al
Merrill  Lynch Quantitative Strategy  16 May 2012

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