In summary
Quantitative hedge funds are investment firms that use advanced mathematical and statistical models, as well as computer algorithms, to make investment decisions. In this piece we explore quantitative investing and provide insights into the most common quantitative strategies. For each of the quantitative strategies we provide a description, we discuss common signal types and look at how each strategy historically performs in different markets and its historic risk and return profile.
Cat bonds: fat tails and thin comfort?
Catastrophe bonds are the most visible component of the broader insurance-linked securities (“ILS”) have started to attract renewed investor attention including from hedge funds. This is understandable as the Swiss Re Cat Bond Index delivered returns of nearly…
Aurum’s quarterly review – Q3 2025
Edge with hedge: Primer for equity long/short funds
