How one manager analyzes COVID-19 situation and statistics

Posted: April 3, 2020

Richard Oberuc, founder and portfolio manager of Chapoquoit Dynamic Portfolios, is a quant. Chapoquoit makes dynamic changes to asset allocation [Read More]
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Alaska Retirement Management terminates JPM Systematic Alpha

Posted: April 3, 2020

Alaska Retirement Management Board cut JP Morgan Asset Management’s Systematic Alpha strategy from its alternative beta portfolio at its March [Read More]
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Performance Round-Up III: More results trickle in for March

Posted: April 3, 2020

As more fund results trickle in for March, we see fixed income funds have been hurt by evaporating liquidity, ratings [Read More]
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South Korea’s NPS makes commitments to Marshall Wace, Crabel, Pentwater and Waterfall

Posted: April 3, 2020

South Korea’s National Pension Service, the third largest pension fund in the world, committed $810 million to Marshall Wace, Crabel [Read More]
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Performance Round-Up II: Large hedge funds continue to post relatively good numbers

Posted: April 2, 2020

Below are more performance results for March and year-to-date for large hedge funds ($1B+) based on various unconfirmed sources and [Read More]
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