Inside investment: Quant crunch

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Inside investment: Quant crunch

Rumours are rife that quant funds stumbled again in November. If they are to thrive in the future, they need to learn from these mistakes.

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There is a distinct echo of CP Snow’s famous 1959 Rede Lecture, The Two Cultures, in the modern financial world. There are quants and non-quants. Back in the 1980s, a quant was an exotic and rarely spotted creature toiling away in the financial backwaters. Now they are centre stage. When it comes to bragging rights – over remuneration, seniority or profile – the quants can crow loudly. Firms across the financial world are falling over themselves to hire those with quant skills to measure and manage risk, and structure and trade ever more complex products.

In money management, the modern quants leave such mundane matters as indexation to computers and traders. They are storming the barricades of hedge funds and grabbing their share of the glittering prizes. In the spirit of disclosure that seems to be a regulatory requirement these days, your columnist should declare that he is a non-quant, or, at best, a member of the ultra-lightweight wing of the delinquent tendency. However, some of my best friends in finance are quants and many more have distinct quant leanings.

The following statement is, therefore, completely dispassionate.

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