Liang Wenfeng’s quantitative hedge fund firm apologized profusely to investors for losing money during a tumultuous period for China’s stock market.
The overall quant rating is not an average of the factor grades listed. Instead, it gives greater weight to the metrics with the strongest predictive value.
(Bloomberg) -- Quant funds that make money surfing the momentum of markets saw a promising year slip away in 2024 when big bouts of volatility lashed everything from Japanese stocks to cocoa ...