European quantitative market neutral funds made good progress in 2010 with more managers posting solid, double-digit returns than at any point since 2007. But such is the lot of quant funds that a crisis always seems to be around the corner.
As if on cue the performance of a number of common quant factors reversed sharply in mid-January, threatening to derail managers positioned to capture prevailing factor trends.
European growth, quality and momentum factor returns, which had outperformed in the
The week on Risk.net, July 14–20, 2017Receive this by email