{"id":54491,"date":"2016-09-22T08:04:08","date_gmt":"2016-09-22T12:04:08","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=54491"},"modified":"2016-09-22T08:08:27","modified_gmt":"2016-09-22T12:08:27","slug":"popular-quant-hedge-fund-strategy-is-suddenly-doing-terribly","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/09\/2016\/popular-quant-hedge-fund-strategy-is-suddenly-doing-terribly.html","title":{"rendered":"Popular Quant Hedge Fund Strategy Is Suddenly Doing Terribly"},"content":{"rendered":"<p>(Bloomberg) For once, the trend was nobody\u2019s friend. Commodity trading advisers, the catch-all phrase for a breed of quantitative investors who use trends in asset prices and volatility as trading signals, posted some of the hedge fund industry\u2019s worst losses in August &#8212; and it isn\u2019t getting better. The group is down between 1 percent to 1.5 percent this month, according to Credit Suisse Group AG.<\/p>\n<p>Wrong-way bets on everything from Treasury rates to commodities have cost trend followers as market correlation whipped up before this week\u2019s meeting of the Federal Reserve.<\/p>\n<p><a href=\"http:\/\/www.bloomberg.com\/news\/articles\/2016-09-21\/trend-following-quants-go-from-hero-to-goat-as-rate-bets-blow-up\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Bloomberg) For once, the trend was nobody\u2019s friend. Commodity trading advisers, the catch-all phrase for a breed of quantitative investors who use trends in asset prices and volatility as trading signals, posted some of the hedge fund industry\u2019s worst losses [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-54491","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54491","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=54491"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54491\/revisions"}],"predecessor-version":[{"id":54492,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54491\/revisions\/54492"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=54491"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=54491"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=54491"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}