Equity L/S vs Quant statistical arb perf 2025
Hey everyone,
Junior analyst so don't typically get a lot of color on performance. Does anyone know what the performance of fundamental LS and quant has been so far for big 4 (and/or other competitors).
All I've heard is "pretty good year overall" but that's a wide range...
AFK at the moment but Bloomberg Terminal should have some stats, though I believe it doesn't separate quant vs L/S
High-Frequency statarb has been doing amazingly well (Since october 24)
Mid-frequency statarb has been hammered except in a few places but idiosyncratic returns have been going sideways so it's hard to avoid. (may not be negative YTD, but the second half of the year so far has been dreadful)
L/S has been doing good but it is much more dependent on the actual team. If people were well positioned for trump tariffs and all dislocations due to the US governance, then it's been an amazing year.
What horizon usually means high frequency stat arb? Mid frequency usually means 1d-2 weeks
I would think he means super fast strategies (sub millisecond)
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