Skip to content
Subscriber Only

Stocks Quants Are Reeling From the Worst Run in 8 Years

  • Greenwich mutual fund suffers steepest loss since inception
  • Value portfolios underperform with no help from momentum
Bloomberg business news
AQR's Asness Seeks to Upend Bond Investing With Quant Factors
Updated on

The dog days of summer have arrived for quants.

Systematic traders who tie their fortunes to the ebbs and flows of stock markets are experiencing some of their worst returns in eight years relative to a key benchmark, according to one Wall Street estimate.