Friday, February 22, 2008

Had it been really that bad?

According to Eurekahedge Hedge Fund Index, hedge funds had the worst performance in eight years during this past January. And long-short equity funds had the poorest performance among them all.


Anonymous said...

Hi, Ernie

I first knew about you from a CNBC's interview with you and then come across your blog site again.

I'm wondering if you have ever written anything introducing various quantitative trading strategies. I'm particularly interested in high-frequency futures trading and the differences or similarities of this trading strategy with others, e.g, statistical arbitrage, etc.

Thank you!

Ernie Chan said...

Dear Anonymous,
I have not written anything in-depth about high frequency trading, primarily because this is an area where the details of implementation is as important as basic theory. However, if you search the web, you will find numerous academic papers and discussions on possible HF strategies.