Just a short five years ago the concept of an algorithmic hedge fund led by quants was as bizarre a thought as was institutional investors allocating to “managed futures,” that oddly named odd-ball investment category that used derivatives to generated noncorrelated performance. All of these core investment concepts were sniffed at by the Wall Street establishment that acted as if the truly alternative space, those that delivered actual noncorrelated returns, were consecrated as unwashed heathen. Fast forward to June 2, 2016 and a Credit Swisse report titled “Quants in Vogue” and see just how quick the world changes. Quants in…
Credit Suisse Calls Quants "Haute Couture" of Investing, But Will It Last?
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.