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Quantitative

Investable indexes: December 2011 returns

Broad hedge fund performance was down or flat for the end of 2011, with returns for the year in negative territory. There was some positive performance to be found in specific strategies.

Hedge Funds Review | 31 Jan 2012

drop-index

Congruent Equity set for emerging markets fund launch in Q2

A former AllianceBernstein CIO is preparing to launch an emerging markets hedge fund. Congruent Equity's process will combine fundamentals-based company research and quantitative stock analysis.

Hedge Funds Review | 23 Jan 2012secure

2100 Xenon Long/Short Global Fixed Income Program: 2100 Xenon Group

2100 Xenon's fixed income program does well in volatile markets. The investment premise is that financial markets are structurally inefficient and price behaviour is driven by global liquidity flows.

Hedge Funds Review | 05 Jan 2012secure

Brazilian hedge funds enter Ucits field

First Brazilian Ucits hedge fund launched on Morgan Stanley’s FundLogic Alternatives platform. The long/short equity market neutral strategy is based on an existing fund benchmarked to the Bovespa.

Hedge Funds Review | 14 Dec 2011secure

Sponsored video: Demystifying equity quant strategies

The hedge fund strategy equity quantitative offers investors a way to complement existing portfolio allocations. Different models and the broader concepts behind them should be examined by investors.

Hedge Funds Review | 14 Dec 2011 | screening image

US SEC analysis programme identifies suspect behaviour at hedge fund advisers

"Aberrational performance" detected in hedge fund advisers by US Securities and Exchange Commission enforcement division. Abuses included misreporting strategy and performance data

Hedge Funds Review | 06 Dec 2011secure

Merrill Lynch Investment Solutions: Merrill Lynch International

Winner: Best Ucits platform; Shortlist: Best overall investment platform

Hedge Funds Review | 23 Nov 2011secure

Permal Emerging Markets Holdings: Permal Group

Winner: Best performing emerging markets fund of hedge funds

Hedge Funds Review | 23 Nov 2011secure

Aspect Diversified: Aspect Capital

Aspect Capital’s founders, Martin Lueck and Michael Adam, have sound pedigree, having played a key role in the development of Man's AHL trading program.

Hedge Funds Review | 31 Aug 2011secure

Black-Scholes creator predicts 'golden age' for quantitative modelling

Quantitative analyst and co-creator of the Black-Scholes option pricing formula Myron Scholes sees a bright future for mathematical finance as it tackles problems thrown up by the financial crisis.

Hedge Funds Review | 25 Aug 2011secure

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