Assumptions on efficiency

So we know that technical analysis assumes the market is not weak-form efficient (all prices reflect all past information) because TA tries to use PAST prices to determine future movements. We know fundamental analysis assumes the market is not semi-strong-form efficient (all prices reflect all past + present info) because it tries to forecast stuff using publicly available info.

However i haven't read much about the literature on quant funds/ quant trading e.g., Renaissance Tech. What do quant traders inherently assume about market efficiency? Do they assume that the market reflects all past info, but maybe not all present info, for example? What info do they analyze? Just curious