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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?


Total Posts: 19
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.


Total Posts: 22
Joined: Sep 2019
Posted: 2020-07-08 16:35
Duality and Voleon are both down significantly, Duality being the worse of the two.


Total Posts: 498
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


Total Posts: 19
Joined: Sep 2012
Posted: 2020-07-28 03:45
How was Jul for everyone?


Total Posts: 6
Joined: Jun 2017
Posted: 2020-08-01 19:08
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.


Total Posts: 608
Joined: May 2006
Posted: 2020-08-08 14:10
I think that Winton Trend thingy that looked ok in April has now fallen in line with the rest of Winton.

"There is a SIX am?" -- Arthur
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