QuantEdge Global Appears More Macro Than SystematicMark Melin
Singapore-based QuantEdge Global has been found sitting on top and at the bottom of the HSBC Hedge Weekly leader board for several years. The fund’s high watermark, up 44.94% year-to-date, has been the source of much discussion, with performance attribution reported to be centering on a “term premium” strategy. New analysis from Markov Processes International (MPI) attempts to explain the strategy that is identified on the HSBC platform as "Systematic." After modeling the performance, Markov and his team ponder this categorization, pointing . . .
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