Quant fund interest in China has skyrocketed, an article in Financial Times contends. Last month, the quant titan DE Shaw applied for direct access to China’s financial markets. It’s the…
Tag: Quant Funds
Value is the Main Reason Quants Have Performed Badly
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…
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,”…