According to the Financial Times quantitative hedge fund
managers are facing up to one of their worst years on record as losses mount
for many of the sector’s biggest names.
BlueTrend, the $11bn Geneva-based fund run by Leda Braga,
dropped 5.3 per cent in October, bringing year-to-date losses to 3.1 per cent,
an investor in the fund said. Winton Capital, the world’s largest quant fund,
with $26bn under management, has seen its flagship futures fund drop 5.65 per
cent in the year to November 27……
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