Trend Follower Hedge Funds Are Just Following A Trend Of Losses

The highest negative press these days is probably spent on how badly quant hedge funds are doing, we have shed the same negative light on these vehicles as well a couple of times. While it looked like September was going to mark a change in the course of negative returns, so far there is no considerable respite in losses. Hedge fund losses Simone Foxman did a good piece yesterday saying that if you had put your money in a robot, you would have lost 3.5% this year, pointing to the return on the HFR indices, where  Systematic Diversified CTA Index is down…