Hedge funds have increased their allocation to Asian quantitative strategies over the past 12 months, with dealers reporting a 50% uptick in risk capital allocation in the region on the back of a rising Japan equity market.
Quantitative investing involves institutions applying data analysis and modelling to large data sets across various markets or sectors such as equities, historic prices, earnings or analyst recommendations and employs strategies such as statistical arbitrage or high-frequency
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data