Despite the impressive performance of many quantitative funds, investors still shy away from what they see as black-box strategies. But with the majority of equity trading now done through algorithms, investors need to overcome this fear.
The FRM Equity Alpha Fund, made up primarily of market neutral quantitative hedge fund strategies, is a way to give investors exposure to quant managers within a fund of hedge funds (FoHF) structure.
Portfolio manager Robert Moore, previously an equity derivative
The week on Risk.net, July 14–20, 2017Receive this by email