Computer-driven hedge funds lose out on volatility spike: HSBC data

LONDON (Reuters) – Performance from computer-driven hedge funds run by industry stalwarts Cantab Capital Partners and Systematica Investments took a hit after market volatility in February, showed data compiled by HSBC.

The Cantab Capital Partners Quantitative Fund and Systematica Alternative Markets Fund lost 10.7 percent and 8.9 percent, respectively, in the year to Feb. 9, according to the HSBC data seen by Reuters.

Reporting by Maiya Keidan; editing by Carolyn Cohn

Filed in: Top News Tags: 

You might like:

'Medical check-ups': Japan firms tap banks for advice as activists circle 'Medical check-ups': Japan firms tap banks for advice as activists circle
U.S. equity ETFs break six-week streak of outflows: Lipper U.S. equity ETFs break six-week streak of outflows: Lipper
U.S. municipal bond funds post $1.3 billion in inflows: Lipper U.S. municipal bond funds post $1.3 billion in inflows: Lipper
BlackRock replaces Americas corporate governance leader BlackRock replaces Americas corporate governance leader
Queen B: Life lessons take flight with Angela Bassett Queen B: Life lessons take flight with Angela Bassett
U.S. Medigap plans fall short on protections for pre-existing conditions U.S. Medigap plans fall short on protections for pre-existing conditions
Detour Gold and Paulson trade barbs over hedge fund's campaign Detour Gold and Paulson trade barbs over hedge fund's campaign
Trade-war concerns cloud New York City investment conference Trade-war concerns cloud New York City investment conference

Leave a Reply

Submit Comment
© 2018 Stock Investors News. All rights reserved. XHTML / CSS Valid.