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By Benedicte Gravrand, Opalesque London: Karsten Schroeder, Amplitude Capital’s PM and CEO, talked to Opalesque about the Amplitude strategy and the need for investors to diversify, and include quants in their portfolios – especially as they seem to be doing well in times of crisis.
Quants faring well
The Amplitude strategy returned 14.48% in September , 31.26% YTD and has compounded 28.28% p.a. since its June 2005 inception.
These results mirror the success of many other quant funds: Tudor Investment Corp’s Tensor Tudor was up 21.3% and Jim Simon's flagship Medallion fund up 49% through the end of September, Wealth Bulletin reported. SGAM AI’s quant fund, the Global Volatility Fund, was up 6.17% YTD to August and AM Investment Partners’ volatility fund went up 6% in just the month of September - when the S&P500 and Nasdaq Composite Index sunk 5.4% and 7.8%, respectively, reported WSJ. Opalesque yesterday reported on Welton’s CTA fund, the Global Directional Portfolio, which is up 11% YTD. The top 3 performing programs in the AlternativeEdge Short-Term Traders Index (which rose 2.12% in September, 11.3% YTD) were R.G. Niederhoffer Negative Correlation (+17.4% est.), R.G. Niederhoffer Diversified (+14.7% est.) and the Conquest Macro Fund (+8.46% est.). Opalesque has also just received the September performance for the AIMhedge’s systematic fund, which is up 5.07...................... To view our full article Click here
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