A Year Later, Quants Aren’t As Susceptible To Meltdown
Aug.27, 2008 in
Market Outlook
NEW YORK (Dow Jones)–”OK Computer”: It’s the name of a notable 1997 Radiohead
album, and would also be an apt title for quantitative hedge funds’ performance
since their near-collapse last August.
While quants are outperforming the overall stock market year to date, their
returns are in the red. Still, compared to early last August, when margin calls
forced many big-name [...]
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