Last year was characterised by an unusual number of minor “quant quakes” that shook different systematic investment strategies in different ways and at different times — which we dubbed “quant tremors”.
As Alphaville wrote in our review of the phenomenon:
Hedge funds that rely on sophisticated modelling and systematic trading have been rattled by a series of mini-crises that insiders say have been mildly reminiscent of the violent “quant quake” that rattled the entire industry in August 2007.
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