Stable correlations are inevitably required for quant strategies to work, but changes like what we saw destabilised quant models, and added to the underperformance.
Read More >>What Caused Chinas Quant Quake
Stable correlations are inevitably required for quant strategies to work, but changes like what we saw destabilised quant models, and added to the underperformance.
Read More >>What Caused Chinas Quant Quake