Serving the Quantitative Finance Community
The markets
Things seem crazy for the past week or so. Anyone know how the Quant funds are doing? The first symptom of the last crisis was the Quant funds blowing up in Aug 07. How are things this time?
The markets
QuoteOriginally posted by: HansiDepends on which models they are trading.True. But so far, I find no mention of Quant funds or HFT in the news. Then again, there is no mention of any funds suffering losses. I expect these conditions will cause some to go belly up. But it is not clear to me if Quant funds will be among those affected.
The markets
The issue here is how the media see the markets. HF are much less in the public eye: if a HF goes tits who really cares to a journalist. The fact that the HF might pull all of the liqudity from the market is too abstract concept for the man on the Clapham omnibus.
The markets
Quant equity strategies are doing quite well this year and have performed really well in the recent volatility. in fact i have seen some really strong signal performance ,last seen only after the reversion of August 2007 blood bath. Systematic Global macro has taken a quite a beating over the entire year given the political risk and central bank manipulations. Cant speak for other strategies.
The markets
QuoteOriginally posted by: emhQuant equity strategies are doing quite well this year and have performed really well in the recent volatility. in fact i have seen some really strong signal performance ,last seen only after the reversion of August 2007 blood bath. Systematic Global macro has taken a quite a beating over the entire year given the political risk and central bank manipulations. Cant speak for other strategies.Thanks emh.
The markets
QuoteOriginally posted by: sunmakerhttps://www.hedgefundresearch.com/mon_register/ ... 35sunmaker, that is very helpful. Thanks!