Tag Archives: quant fund

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

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

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Rise of the Quant Fund? 24% vs that Quantopian 1.3%

Rise of the Quant Fund? 24% vs that Quantopian 1.3%

How does that from Quantopian look now?

From Bloomberg, Apr 5, 2016, 5:00:00 PM

Quantedge Global Fund returned 24 percent this year through the end of March as most peers tumbled, helping it to rebound from last year’s loss.

To read the entire article, go to http://bloom.bg/1SyIafI

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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!

Quant portfolio manager explains his approach to quant trading

In this article, Estee Advisor founder Sandeep Tyagi explains why his firm was one of the earliest portfolio managers in India to offer quantitative trading and algo trading.

He’s currently running three main strategies:

  1. A market neutral fund that identifies arbitrage opportunities and which generated 17% with low volatility.
  2. A variant on Strategy 1 that specializes in cash-futures arbitrage, and
  3. A long-short fund that involves statistical bets on stocks that are over- or undervalued. This one has returned only 4% but the market has fallen 5.5% over the same period and with twice the volatility.

He goes on to say:

“Quant investing is nothing magical. It is simply saying that every decision that you make has to be systematic. We look at the same factors that a fundamental analyst does. It is only that we are very precise about what and how we will look at it. In that sense quant based investing is very transparent. You often don’t know how a fundamental analyst is reaching his conclusion. But quant-based strategies are quite the opposite.”

There are a number of other interesting views in this long interview available at the link below.

‘Quant investing is actually very transparent’

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!