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,”…
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…
Quant Funds Showing Weaker Returns
Decreased returns from computerized investment strategies (“quant” funds) suggest that the robo revolution could be slowing down, according to a recent Bloomberg article. According to Eagle’s View Asset Management founder Neal…
Quant Funds Attempt to Disrupt Market
Quantitative hedge funds—that use mathematical algorithms to effect trades—are becoming increasingly popular, “reflecting in part a long run of underwhelming performance and expensive fees across the broader industry,” according to…
