Quants blame crowding and concentration for bleak 2018

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


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: