SEC quants find signs of ‘cherry picking’ at US hedge funds
Speaking at a conference in Boston, regulator also warns hedge funds over “technical non-compliance” with marketing, custody and valuation rules
Tools developed by the Securities and Exchange Commission's (SEC) recently formed quantitative analytics unit have identified potential evidence of 'cherry picking' at 13 hedge funds – the practice of assigning winning trades to personal accounts or favoured clients, while losing trades are sent elsewhere.
The regulator used its freshly minted quantitative tools to analyse two years of trading
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