Quants blame crowding and concentration for bleak 2018

Funds are still struggling to explain why so many of them did so badly last year

crowd

Quantitative fund managers speaking at an industry conference in New York on May 21 variously blamed fundamental investors crowding into popular quant trades and the handful of stocks dominating price action in US markets for their lacklustre returns in 2018.

The average quantitative directional equity fund lost 3.17% last year, while managed futures strategies were down 5.26%, according to the analytics firm eVestment. Analysis from La Française Investment Solutions in Paris shows that most

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