Home >> EuroHedge >> Past Issues >> January 2012 Newsletter >> Market-neutral and quant equity players outperform long/short peers

Market-neutral and quant equity players outperform long/short peers

January 26, 2012  



Last year ended up being a relatively good year for equity market-neutral and quantitative strategies – certainly by comparison with their fundamental long/short counterparts – but the strategy still had its fair share of losses.

LMR Fund...

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