Quant Funds

HenryTo · Posted: Wed May 21, 2008 2:25 am Post subject: Quant Funds

An update on the quant fund industry. Many funds are now at cross roads given the "saturation" of many academic/quant strategies that were previously designed to capture alpha in the equity and financial markets, including value-growth strategies, and so forth.

http://www.financialnews-us.com/?page=ushome&contentid=2450696689

rffrydr · Posted: Tue Jun 16, 2009 11:19 am Post subject:

Of phlogiston and options pricing:

http://www.nytimes.com/2009/03/10/science/10quant.html?_r=1&scp=3&sq=phlogiston&st=cse
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rffrydr · Posted: Sat Mar 07, 2009 11:30 am Post subject:

They're still around: for those with a long bias and want to play this (potentially fee churning) game, to wit:

http://www.tfscapital.com/products/mutual/files/TFSMX_Feb_Summary.pdf
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Today is the Tomorrow you worried about Yesterday!