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leftskew


Total Posts: 17
Joined: Sep 2019
 
Posted: 2020-04-24 21:41
The fact that they were hit by the liquidation in early March must mean they are not uncorrelated with the rest of the industry. If there is a liquidation, especially one in the quant equity market neutral space like we saw, and you are affected, then the portfolio being liquidated must be correlated with yours.

So in my eyes Medallion basically is what you get when you push quant market neutral to the limits, and people are catching up!

rftx713


Total Posts: 123
Joined: May 2016
 
Posted: 2020-04-26 15:04
@gnarsed That's a good point. I think in a sort of mechanical sense, if you're truly providing open interest/liquidity when it's most demanded, there's a good chance that you show large MTM losses for some period of time.

@EspressoLover also great points. I particularly agree with your last 2 paragraphs, and think that a few of the other "top" firms have done something along the lines of threading that needle.

@leftskew I think what you say is normally true, but I'm not sure if it holds in a deleveraging like we saw in March.

Jurassic


Total Posts: 348
Joined: Mar 2018
 
Posted: 2020-04-26 15:13
probably should move renaissance discussion back to their special thread

leftskew


Total Posts: 17
Joined: Sep 2019
 
Posted: 2020-05-08 18:14
Anyone heard of quantPort? Heard a rumor they are shutting down (presumably as a result of march) and I'm looking to confirm. https://www.quantport-am.com/


kuebiko


Total Posts: 41
Joined: May 2018
 
Posted: 2020-05-08 23:56
I just know they’re the systematic trading arm of Jefferies. That’s interesting, would be very curious for more info.

agentq


Total Posts: 36
Joined: Jul 2008
 
Posted: 2020-05-09 01:30
My understanding is that they are trying to raise capital but failing that are down for the count (might be at that point already). We have been seeing a lot of resumes coming out of there in the last few weeks.

gamerx


Total Posts: 11
Joined: Sep 2012
 
Posted: 2020-05-09 06:41
How badly did QuantPort do in March?

Jurassic


Total Posts: 348
Joined: Mar 2018
 
Posted: 2020-05-09 08:00
Also see https://www.businessinsider.com/credit-suisse-quant-fund-qt-closes-after-tough-stretch-quants-2020-5?r=US&IR=T

shubhangi01
Banned

Total Posts: 1
Joined: May 2020
 
Posted: 2020-05-09 09:37
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sharpe_machine


Total Posts: 57
Joined: Feb 2018
 
Posted: 2020-05-09 20:05
Interesting! quantPort was hiring pretty aggressively at the end of 2019 in Russia.

gamerx


Total Posts: 11
Joined: Sep 2012
 
Posted: 2020-05-10 10:56
All of DE Shaw's funds actually closed positive for the quarter...amazing!

https://www.pionline.com/hedge-funds/some-funds-gain-others-lose-first-quarter

kuebiko


Total Posts: 41
Joined: May 2018
 
Posted: 2020-05-13 18:49
Some public LinkedIn profiles seem to confirm that quantport is shutting down.

Though this article calls it a “restructuring:” https://news.efinancialcareers.com/uk-en/3003752/quant-trading-firm-restructuring-jefferies

Its Grisha


Total Posts: 40
Joined: Nov 2019
 
Posted: 2020-05-13 19:20
Anyone have risk.net paywall? Looks like some new info on ronin capital explosion

https://www.risk.net/risk-management/7535981/the-mysterious-disappearance-of-a-chicago-trading-giant
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