Bond Market Turmoil Hits Quant Investors Hard

Reported 27 days ago

The recent turmoil in the bond market has severely impacted quant investors who had taken bullish positions in Treasuries, leading to significant losses. As yields surged unexpectedly, many trend-following funds faced liquidation of their long positions, which not only wiped out gains for the year but led to a potential further sell-off of up to $240 billion in bonds. This ongoing volatility underscores the challenges faced by investors in navigating a rapidly changing economic landscape.

Source: YAHOO

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