Hedge funds increase Asia quant investing risk capital by 50%

Justin Lee
07 Nov 2013

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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

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