Hedge Funds
Get the entire 10-part series on Seth Klarman in PDF. Save it to your desktop, read it on your tablet, or email to your colleagues. Many “traditional” quantitative trading strategies have been off to a great start in 2016, as noted early in ValueWalk. In many cases this is due to the appropriate market environment being present in which such strategies can thrive, often based on price volatility, persistent momentum and at times reversion to a mean. Quant hedge fund strategies, also known as systematic CTA (Commodity Trading Advisor) or managed futures strategies, have ranged in complexity. The industry got...