Hedge fund: “Things are breaking … investors need some strategies to own the tails”


This is via Bloomberg (gated) on hedge funds using computer-driven algorithms in the current market:

  • are emerging as one of the biggest winners among hedge fund strategies this year
  • “Things are breaking,” said Douglas Greenig, whose firm Florin Court Capital in London runs a quant funds that’s up 24% this year. “In this context, investors need some strategies to own the tails,”

Bloomberg’s summary:

  • Systematic trend-following quants … 2008 global financial crisis with double digit gains …. are now bouncing back from years of mediocre gains amid muted volatility caused by quantitative easing. That’s now reversing.

SG Trend Index shows the large quant funds it assesses are up 36% YTD (through September).

Check out that link above for more.

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