Quant Funds Suffer Losses As Investors Shed TreasuriesVW Staff
After a rough 2012 for many Quant funds its deja vu. The recent sell off in treasuries dipped bond prices to new lows and brought major losses for the quant funds who trade fixed income futures. Bond traders were punished as Fed hinted on stemming its quantitative easing program. A 10-year bond yields increased from 1.6 percent to 2.25 percent on May 29, as a number of hedge funds incurred losses. Goldman Sachs Group, Inc. (NYSE:GS)'s . . .
This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here
If you are subscribed and having an account error please clear cache and then cookies if that does not work email firstname.lastname@example.org and we will get back to you as quick as humanly possible