Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks for smarter investing decisions.

Hedge fund allocators can't get enough of quant and macro trading. Quants accounted for more than 70% of the industry's net ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The last five years has seen interest rates rise materially and this has created more dispersion across asset class returns, much to the benefit of hedge funds looking to generate alpha ...

The PGIM Quant Solutions Mid-Cap Value Fund outperformed its benchmark, the Russell Mid Cap Value Index, on a gross basis, in the second quarter of 2025. Growth stocks resumed their outperformance ...

The fund has returned 4.15 percent over the past year, 10.93 percent over the past three years, -1.33 percent over the past five years, and 7.75 percent over the past decade.

Growth was the top-performing factor in our model during Q2, while value lagged. Quality factor performance was mixed based on market cap space. April was a challenging month for the PGIM Quant ...

NEW YORK, Sept 21 (Reuters) - New quantitative "hedge-lite" investment funds often called 130/30s didn't sustain the kind of underperformance last month that afflicted other kinds of quant hedge funds ...

NEW YORK, Aug 13 (Reuters) - Quantitative trading strategies turned in a good performance on Friday, potentially reversing up to 70 percent of the decline from the previous four days last week, said ...

As small cap mutual funds continue to attract interest amid rapidly evolving global outlook and a growing risk appetite among retail investors in the country, the Quant Small Cap Fund clearly stands ...

New research shows mutual funds using machine learning strategies generate significant outperformance over traditional funds ...