Quant strategy deep dive

The period under review includes ‘the worst cross asset selloff since 1981’ with simultaneous declines across equities, commodities, corporate and…

Hedge fund performance was largely positive in October. Strategies with a higher beta to equities outperformed other strategies, as most equity markets…

Macro funds generated an average return of 2.2% in the 12 months through September 2022. Strategy AUM has fallen by $11.1bn, due to net outflows of $16.3bn…

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the third quarter of 2022. Performance for Aurum’s commingled fund…

Hedge fund performance was mixed in September, whilst equities and bonds sold off, particularly in the latter part of the month. Hedge fund performance…

Quant funds generated an average return of 12.8% in the 12 months to August 2022 Strategy AUM has grown by $42.8bn, net profits contributed $47.8bn of…

Hedge fund performance was largely positive in August, whilst equities and bonds sold off, particularly in the latter part of the month. Hedge fund performance…

Hedge fund performance was generally positive in July, albeit with some exceptions, with narrower dispersion than in June. Strategies with a higher beta…

Earlier this year we wrote about the growing performance gap that has emerged between hedge funds and their alternative UCITS (“alt UCITS”) counterparts…

Hedge fund performance was down 4.0% YTD. H1 2022 has been an extraordinarily challenging time period, not only for financial markets, but also for the…

All of Aurum’s managed funds and bespoke accounts delivered positive returns in the second quarter of 2022. Performance for Aurum’s commingled fund…

Manager selection is critical when it comes to investing in hedge funds or fund of hedge funds. In the latter part of 2021, we did a short note looking…