700 inputs into quant fund with 30% with volatility driving opportunity

(Last Updated On: March 15, 2017)

700 inputs into quant fund with 30% with volatility driving opportunity

Thanks to a recent member who sent this

That delivered a 30 per cent return in 2016 for the London-based Runestone Capital Fund, which crunched more than 700 variables to develop a quantitative model for trading U.S. equity index volatility….

started the fund in 2015 and base investments strictly on statistical probabilities to “remove human behaviour biases.”…

“There are always movements in volatility so there are always opportunities.”

Hedge fund with one-day investment horizon up 30 per cent in 2016

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Hedge Fund, Quant Analytics, Stock News and Tips, Trading and tagged , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs