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. For more up-to-date hedge fund content, and exclusive access to value-focused hedge fund managers, check out…
AlphaQuest Attacks Risk Parity
Sign up now and get our in-depth FREE e-books on famous investors like Klarman, Dalio, Schloss, Munger Rupert is a committed value investor and regularly writes and invests following the principles set out by Benjamin Graham. He is the editor and co-owner of Hidden Value Stocks, a quarterly investment newsletter aimed at institutional investors. Rupert owns shares in Berkshire Hathaway. Rupert holds qualifications from the Chartered Institute For Securities & Investment and the CFA Society of the UK. Rupert covers everything value investing for ValueWalk