Billion-dollar losses as quant funds battle volatility surge

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Quantitative hedge funds suffered extremely volatile performance in August, with a handful of managers disclosing billions of dollars of losses in the first two weeks of the month.

The list of managers that disclosed significant losses to their investors reads like a 'who's who' of the market's most sophisticated businesses: AQR Capital Management, Barclays Global Investors, DE Shaw, Goldman Sachs Asset Management (GSAM) and Renaissance Technologies.

The speed with which this happened was

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