| 16.06.2008 Opalesque Exclusive: The quant special - part one: Tunnelbrook`s intraday trading equity fund exploits the very behavior that has plagued many quant funds since August 2007 |
| Kirsten Bischoff, Opalesque New York: In May, 2008 the Research Foundation of CFA Institute released a survey which picked apart many aspects of the "decay in performance of many quantitatively managed funds". The blame for diminished quant performance was placed on rising correlations, style rotation, and the "herding" phenomena (Source ). While quant funds have in general, suffered in the mon |
| Article source: http://www.tunnelbrook.com/ - Opalesque is not responsible for the content of external internet sites |