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doublecup
Topic Author
Posts: 3
Joined: January 28th, 2020, 5:34 pm

List of Funds

January 28th, 2020, 5:37 pm

Is there a database I can search a list of quant funds by city/state/country that you can't just find through Google? Or does anyone have a list or a few suggestions. Looking for some uncorrelated funds to invest in.
 
doublecup
Topic Author
Posts: 3
Joined: January 28th, 2020, 5:34 pm

Re: List of Funds

March 21st, 2020, 1:56 pm

Anyone?
 
User avatar
DavidJN
Posts: 1746
Joined: July 14th, 2002, 3:00 am

Re: List of Funds

March 24th, 2020, 10:33 pm

Seeing as correlations are typically computed using historical data (more on that in a moment), I wouldn't be inclined to bet the shop on any such numbers in the current environment as we're surely experiencing some kind of stochastic regime shift at present. Having said this, Markit's consensus pricing service includes quanto deals with implied (and presumably forward-looking) correlations. Those implied correlations would be for asset classes instead of funds, however. Sorry, not much help I guess.
 
doublecup
Topic Author
Posts: 3
Joined: January 28th, 2020, 5:34 pm

Re: List of Funds

March 25th, 2020, 5:17 pm

I’m confused, I’m not expecting forward predictions per se, but if a fund has a history of not being correlated, especially during downturns, then I’d be fine with those numbers going into the future. Just looking for a fund that doesn’t set me back two years every time the index crashes. A strategy that minimizes drawdown exposure as it occurs for example would be enough.

Are the funds y’all work for down just as much as the market is when it crashes? I just want some actual risk management and quant funds are supposed to be superior to fundamental funds in that way.
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