(Bloomberg) The sharp moves in global markets across Treasuries, stocks and European bonds this week raised the specter of forced selling en masse — thrashing risk appetite anew. Some systematic traders, however, simply kept calm and carried on. Take Transtrend BV, a $4.8 billion quantitative hedge fund that follows trends across asset classes. The record plunge in Italian bonds — in concert with choppy trading in U.S. stocks and sovereign debt — left the commodity trading advisor nonplussed as it kept exposures broadly unchanged.
Quant With $4.8 Billion Holds Tight on Market Roller Coaster
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