Quantitative hedge funds start 2011 with strong returns

Plight of the quants


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

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: