Quants tackle hedge fund operational risk

Quantifying operational risk

blackboard-quants
Trying to quantify operational risk

Over the past three decades, the investment world has been transformed by an army of mathematicians, physicists and computer scientists using sophisticated quantitative techniques to play the markets.

Nowhere is this more apparent than in the hedge fund industry, which has embraced quantitatively driven strategies such as statistical arbitrage and managed futures.

Investors have also had to adapt. The best funds of hedge funds (FoHFs) have developed an array of sophisticated quantitative scoring

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 indvidual account here: