Even a Momentum Trade Comeback Can’t Save Quants From a Disappointing Year | Traderszone

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Published in TZ Latest News 3 November, 2017 by The TZ Newswire Staff

Even a Momentum Trade Comeback Can’t Save Quants From a Disappointing Year

Even a Momentum Trade Comeback Can’t Save Quants From a Disappointing Year
By Dani Burger
November 2, 2017, 12:49 PM EDT

Low volatility, increased dispersion are killing returns
Quantitative funds and momentum least correlated since 2013

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