North American quantitative fund managers have been positive in nine out of 11 monthly major risk events, a EurekaHedge report noted. The volatility of these quant funds was generally in the low single digits across geographic regions, where notable differences in performance were noted. The rise of the quantitative hedge fund is leading to an expansion of strategies, the April report observed, with sentiment indicators starting to creep in among more traditional pattern recognition factors. Quants funds looking to expand their strategy set Quantitative hedge funds have traditionally used price pattern analysis to make trading decisions. Often this strategy…
Quant Funds Engaging In New Strategies
Mark Melin
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
Comments are closed.