Credit Suisse quant fund QT closes after a tough stretch for quants - Business Insider

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Credit Suisse just shut down its $519 million computer-run QT Fund after a month from hell for quants

QT Fund, a quant hedge fund run out of Credit Suisse's asset management arm by Nicholas Branca, closed this week, sources said. The hedge fund, which ran more than $600 million last year, closed with $519 million in assets.

Sources say one of the fund's largest investors pulled out of the fund after the firm was hit hard by the never-before-seen market volatility in March, which was brought on by the coronavirus pandemic. Quant funds like Bridgewater, Renaissance Technologies, Point72's Cubist, and more were, as the spread of the coronavirus to the US and Europe shut down global economies.

The average hedge fund reported losses of 9.4% for the first quarter, according to Hedge Fund Research, while the overall equity market shed roughly a fifth of its value during the same stretch. For some industry observers, it was an opportunity to point out a different way of running a quant fund — reacting to real-time information quickly instead of building models that attempt to predict market moves.

 

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