Equity market-neutral and quant funds keep the returns coming


Most equity market-neutral and quantitative funds ended October in the black, continuing a generally steady year. Quantmetrics Multi Strategy had a good month, returning 7.27% for a 7.68% year-to-date gain, while Abaco Financials made 6.15% and is up 11.17% for the year.

GLC Gestalt Europe was up 5.03% on the month, Maya gained 4.55%, BlueMatrix made 3.68%, and Old Mutual Global Statistical Arbitrage returned 3.26%. Ratio European Opportunities gained 2.66%, while LMR Fund was up 2.57%, GLG European Long/Short made 2.49%, Victory Arcadia returned 2.35%, GSA Capital International progressed 2.26% and Coriolis Mistral was up 2.09%.

Saemor Europe