HFA Icon

Quant Hedge Funds In High Demand, But Is Strategy Framework Right?

HFA Padded
Mark Melin
Published on
Updated on
Sign up for our E-mail List and Get FREE Access to Exclusive Investment E-books and More!

Hedge funds are looking to bulk up their algorithmic divisions to an extent never before seen. A recent Bloomberg Brief article notes demand for quants is outstripping supply, as the mostly chill math geeks prefer a laid back California tech culture to the conformity of Wall Street. Wall Street just might have to adapt, however. But before quants invade Wall Street, pushing for a culture that makes logical mathematical decisions, should the hedge fund or institution have a basic understanding of how to structure a systematic investment?

[dalio]

Managed futures during crisis 2
Graphic credit: CME Group

Why did it take Wall Street so long to discover managed futures?

The rise of The Quants, the subject of an industry benchmark book, continues to roll-over Wall Street.

Login required to continue reading.

Setup a free account to get access to this article (no credit card required).

View Full Article
Already a member? Log in here
HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.