Quant funds - Don't follow the herd - Quantitative equity funds were sent tumbling in July after a reversal in momentum trading strategies. A year after the major quant funds were rocked by huge mark-to-market losses, it seems herding is still a problem in the sector.
Year of publication: |
2008
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Authors: | Madigan, Peter |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 21.2008, 9, p. 88-91
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