Researchers at BNP Paribas Asset Management have found that the value factor was to blame for the underperformance of quantitative investing strategies in 2020. This according to a recent article…
Tag: Quant Funds
Quants Seeing Record High Correlations
Factor investing strategies, described in a recent Bloomberg article as the “$2 trillion corner of the quant world,” are seeing the highest level of correlations in two decades and are…
Trouble for Quant Hedge Funds
The rise in market volatility has resulted in poor results for many quant funds, according to a recent Bloomberg article that says, “They were caught flat-footed in February when markets turned…
Ed Thorp Interview Highlights
A recent, two-part article in Barron’s summarizes an interview with mathematician Ed Thorp, who gained celebrity after figuring out how to use his skills to “beat the casino at roulette,”…
Insights on Increasing Concerns Regarding Quant Funds
A recent article in Institutional Investor recalls the “quant bloodbath of August 2007” and offers insights regarding if and how the increased popularity of these strategies and the associated rise…