Quant Fund Carnage: Are Market-Neutral Funds Facing Another August 2007?

by Tyler Durden
ZeroHedge.com
02/17/2016

For equity market-neutral funds, there is a phrase more chilling than “worst since Lehman” and that is the quant meltdown in “August 2007” that put many funds out of business. While the mainstream media remains focused elsewhere, the last two weeks have seen equity market-neutral funds ‘crash’ (and today it is getting worse) as momentum factors diverge and memories of the 2007 bloodbath come back… as this forced unwind drives the current ramp.

The Rest…HERE

This entry was posted on Wednesday, February 17th, 2016 at 2:21 pm and is filed under Conspiracy, Corruption, Economics, Government Evil, New World Order. You can follow any responses to this entry through the RSS 2.0 feed.