Will a quant-led market crash foil stock investors in 2016? It is a concern of Anchor Bolt Capital. Ken Griffin “cub” Robert Polak, founder of Anchor Bolt, had a positive fourth quarter, with his hedge fund up 2.46%, according to a letter to investors reviewed by ValueWalk. While positive, the fund nonetheless under performed the S&P 500, which was up 6.45% over the same period. It wasn’t the shorts that were a significant detraction to performance in a negative market environment for such exposure, but rather a long book that didn’t quite keep pace with the broader benchmark. Polak looks…
Ken Griffin Cub Up In 2015; Says Watch Out For "Quant-led Market Crash"
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.