The Quant 100 Rankings, Part II – Strategy Clues

With all the attention currently being paid to the most profitable quantitative trading shops, the one area where Alphacution has the most distinctive voice is around the core strategies of these players. Coupled with our contextual modeling approach and proprietary ecosystem framework, there is no other independent source of research on these players and their strategies quite like it. The recent publication of Alphacution's "Quant 100 Rankings" was intentionally included with little narrative. In this Feed post, we change that fact with examples of our factor analysis - using data on Optiver Holdings BV and the big quant-oriented hedge fund managers (namely, Citadel, Millennium, Two Sigma, D E Shaw, Point72, and Qube Research & Trading) - to illustrate how we construct the research that drives our competitive intelligence, including our market ecosystem maps...