Last year marked a historic one for many quant funds. Well-known names like AQR Capital Management and Man Group spent much of 2022 riding high on the turmoil created by soaring inflation and the aggressive interest rate hikes that resulted from it.
The extreme volatility that gripped the markets in 2022 established big winners and losers, resulting in a wide dispersion between the top and bottom funds tracked by PivotalPath.
Background On Harris
In an interview with ValueWalk, Mike Harris, president of the quant firm Quest Partners, shared a small glimpse into how they deal with the kinds of volatility that ruled the markets in 2022. A source familiar with the matter tells ValueWalk that Quest Partners' flagship strategy, AlphaQuest Original, returned an...
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