Tag:
Quant hedge funds
Latest Headlines
Latest Headlines
Quant funds facing more pressure?
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 year. The move follows big losses in August, when assets dropped below $500 million from a hig
Are smarter algorithms in the works?
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 being less correlated and thus less susceptible to mass selling. According to Financial News Online,
Quant hedge funds all alike?
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 spark concerns by the Federal Reserve Board among others. The New York Times offers an interesting piece about the relati
Quant hedge fund draws rave reviews
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 Oxford and Cambridge Universities. Its annualized return of 17.9 percent since December 1990 isn
