An update on why quantitative funds are losing money recently ~ best forex trading system ever
A story just came through Dow Jones newswire ("How Black Boxes Became Pandoras Boxes" by Spencer Jakab) suggesting that recent losses are due to factor models gone bad. Given my expressed distaste for such models, that should have been my first guess instead of blaming the "exotic" models!
More info for An update on why quantitative funds are losing money recently ~ best forex trading system ever:
