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cherk


Total Posts: 4
Joined: Aug 2019
 
Posted: 2020-07-07 14:00
Any trends or insights into performance of different types of quant strategies in one of the most eventful 1H since 2007/2008? E.g. rumors of fund shutdowns, performance of substrateiges (statarb, quant macro, CTA), quant funds crushing it?

gamerx


Total Posts: 16
Joined: Sep 2012
 
Posted: 2020-07-08 13:55
Many teams did well in statarb, after Mar and are now positive YTD after Jun.

Best team is approx +2% at end Jun.

Worst team was hit by a momentum/value reversal in Jun but still flat for the year.

Figures are based on GMV, sample size=3.

Anybody has any colors on Two Sigma? News on them have been strangely lacking recently.

leftskew


Total Posts: 21
Joined: Sep 2019
 
Posted: 2020-07-08 16:35
Duality and Voleon are both down significantly, Duality being the worse of the two.

HitmanH


Total Posts: 497
Joined: Apr 2005
 
Posted: 2020-07-10 09:19
Qube - QRT - ex GS guys - are smashing it this year. Imagine Squarepoint would be the same

gamerx


Total Posts: 16
Joined: Sep 2012
 
Posted: 2020-07-28 03:45
How was Jul for everyone?

R.G.


Total Posts: 1
Joined: Jun 2017
 
Posted: 2020-08-01 19:08
FYI
FT on HFs performance

Citadel, Millenium, Balyasni are doing great.

Imagine all smart guys in credit should be crushing it, best opportunities since '08.
Hear plenty of dislocations still persist beyond fed crushed headline indices. Guess good reasons DE Shaw is raising $1 bil for opportunistic credit.
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