Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks for smarter investing decisions.

Hedge fund allocators can't get enough of quant and macro trading. Quants accounted for more than 70% of the industry's net ...

The last five years has seen interest rates rise materially and this has created more dispersion across asset class returns, much to the benefit of hedge funds looking to generate alpha ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The rise of so-called quantitative funds—mutual funds run by algorithms and computer models—has led investors to ask: Are machines better than humans at delivering consistently good investment returns ...

Both Quant ELSS and Parag Parikh ELSS save tax, but they behave very differently once money is locked in. Returns, risk and ...

New research shows mutual funds using machine learning strategies generate significant outperformance over traditional funds ...

The PGIM Quant Solutions Mid-Cap Value Fund outperformed its benchmark, the Russell Mid Cap Value Index, on a gross basis, in the second quarter of 2025. Growth stocks resumed their outperformance ...

NEW YORK, Sept 21 (Reuters) - New quantitative "hedge-lite" investment funds often called 130/30s didn't sustain the kind of underperformance last month that afflicted other kinds of quant hedge funds ...

Growth was the top-performing factor in our model during Q2, while value lagged. Quality factor performance was mixed based on market cap space. April was a challenging month for the PGIM Quant ...