Systematic hedge fund Quantology’s earnings-based strategy rises on US internet bets Submitted By Hugh Leask | 15/09/2020 - 2:08pm Paris-based systematic hedge fund Quantology Capital Management – which trades US equities using a quarterly earnings-based quant model – has generated positive returns from IT and internet positions, and now sees US markets firmly in “risk on” territory. The firm’s Quantology Absolute Return Fund - a systematic long/short US market neutral equity strategy which takes long and short positions in Nasdaq and NYSE-listed companies - added 0.3 per cent in its main dollar-denominated share class in August, putting its year-to-date return at 5.4 per cent.