Fast-Money Quants Struggle with Volatility in 2024

Reported 3 days ago

In 2024, quant funds focused on market momentum faced significant challenges as volatility swept through various asset classes, leading to losses or flat returns after a strong start. Despite initial gains, many funds concluded the year with diminished performance due to unpredictable market dynamics influenced by geopolitical tensions, monetary policy changes, and shifts in economic conditions. While institutional interest in managed futures remains steady, the year highlights the difficulties trend-following strategies encounter during turbulent market periods.

Source: YAHOO

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