 |
“There are good reasons for all investors to be adopting certain types of quant tools in their work. I think sadly a lot of people walked away from this with a more limited version of what quant firms do” |
The apparent free fall of the some of the world’s most respected quant shops in August has tarnished a whole section of the hedge fund industry. But is quant as an investment strategy to blame? A recent theory put to the industry by MIT’s Andrew Lo and Amir Khandani is that the quantitative nature of the losing strategies’ significant losses experienced during the week of August 6 was purely incidental.
Access intelligence that drives action
To unlock this research, enter your email to log in or enquire about access
