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Will other quantitative funds follow in the steps of GMN Capital of San Francisco? According to the AP, the fund has informed investors that it will shutter itself and return funds by the end of the... Read more...
The quants took it on the chin in the credit rout, revealing a lack of differentiation that some think will abate. More firms are tweaking their algorithms, and the hope is that they will end up... Read more...
People have been fretting about whether hedge funds in general are too closely correlated. Returns have correlated enough even before the current malaise started to Read more...
Quantitative systems have been in the news lately, which makes the New York Times' recent profile of AHL a timely read. AHL was created by three people who graduated from the physics departments at... Read more...