Solid returns from quant and market-neutral strategies


Equity market-neutral and quant strategies produced solid gains again in February. HiQ Invest Market-Neutral put on 2.82%, Carrousel’s Centrix IX strategy returned 2.45%, ABCA Reversion was up 2.36%, Old Mutual Global Statistical Arbitrage added 2.28% and Blackrock Eos gained 1.89%.

There were also good returns from GLC Gestalt Europe (1.99%), AlphaSquare (1.81) Swiss Alpha Strategies (1.71%), Omnium (1.60%), QW European Equity Market Neutral (1.52%), BlueMatrix (1.35%), Anaxis Sabre Style Arbitrage (1.68%), Pioneer Long/Short European Equity (1.17%) and Ratio European Opportunities (0.98%). Brummer & Partners Arbor gained 2.35%, and the firm’s Archipel strategy made 1.46%. F&C Zircon was up