http://ultimibarbarorum.com/2007/11/23/gee-nee-ussssss-part-deux/ Sun, 01 Apr 2012 22:15:07 +0000 hourly 1 http://wordpress.com/ http://ultimibarbarorum.com/2007/11/23/gee-nee-ussssss-part-deux/comment-page-1/#comment-999 Sat, 24 Nov 2007 20:42:53 +0000 http://ultimibarbarorum.com/2007/11/23/gee-nee-ussssss-part-deux/#comment-999 I won’t claim to know the details of other Quants’ strategies, but many of the funds have long been doing valuation- and momentum-driven strategies. Those very profitable pair-trade/mean-reversion tactics (profitable, that is, until they are very not) might not have been that large a fraction of the huge buildup of quant strategies, both long/short and long-only, over the past few years.

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