Autumn Summit Recap: Quants respond to market dislocation
Sondra Campanelli, Head of News and Marketing (London)
Day two of Neudata’s Autumn Summit kicked off with a discussion of how quant investors are responding to the market dislocations that have rattled funds this year.
Artemiza Woodgate of Integrated Quantitative Investments, GAM Systematic’s Chris Longworth and Wells Fargo AM’s Duncan Robinson spoke with Neudata’s Sondra Campanelli about how work-from-home orders have impacted quants (luckily the models still run when your home WiFi goes down!) and what happens when previously esoteric trades start to get crowded. The group went on to discuss their thoughts on dislocations in the real economy, how quants should adapt their models (or not) after learning from a crisis, and some of the solutions managers can use moving forward for the next market dislocation.