AlphaQuest Attacks Risk ParityRupert Hargreaves
Data suggests quant hedge funds are having a lousy 2020, especially compared to traditional stock pickers.
According to Bank of America, for the year to the end of September, the average quant US equity mutual fund was up just 3.3% compared to 8.3% for the average stock picker.
Other research suggests an even worse performance. According to data from Aurum Fund Management, the average quant hedge fund lost 5.7% in the year to the end of August, compared with the average hedge fund's 5.2% gain.
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