This content is from: Premium

InvestorForum

Summer market volatility be damned. Investors are not backing away from their commitment to statistical arbitrage and quantitative hedge funds.

Summer market volatility be damned. Investors are not backing away from their commitment to statistical arbitrage and quantitative hedge funds. Even though 37 percent of respondents to our latest InvestorForum survey believe that quantitative hedge funds are more susceptible to dramatic capital losses than are fundamentally driven managers, the majority of investors in the category are

To continue reading, subscribe now to Premium Journalism. Already a subscriber? Login.

Related Content