Monday, June 25, 2012

What panic? Kepos' quiet touch wins favor among quant funds





When Mark Carhart meets with the world's largest pension funds and endowments he brings along an appealing proposition: His new hedge fund makes money during a crisis or so Reuters writes.

To be exact, Kepos Capital's computer driven trading models have earned returns of more than 5 percent this year as Europe's worsening debt crisis washed away gains elsewhere, leaving investors increasingly uneasy over where to put their money.

"The last year has been great for our approach," said Carhart, who used to co-manage Goldman Sachs Group Inc's once vaunted $10 billion Global Alpha fund and who has been concentrating on macro investing, including currencies, at his own firm since late 2010.

Read all about it at http://www.reuters.com/article/2012/06/22/us-hedgefunds-carhart-idUSBRE85L1CH20120622

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