22 février 2010, 0h00
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For many quantitative hedge funds, 2009 was a year to forget. While the average hedgie made around 20 percent for investors, computer-driven strategies ended the year close to flat, according to Hedge Fund Intelligence. Funds using quantitative trading systems account for around a quarter of the $1.6 trillion managed by hedge fund globally. Most of that is invested in stocks, using models that attempt to anticipate share price movements by analysing past trading patterns. A bit less is put to wo...
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