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[personal profile] ny_quant
Hedge funds broadly gained 8.4% last year through November, according to eVestment, which found that multistrategy funds has risen 8.3% and macro funds returned 1.2%

Бу-га-га. А вообще заметка о том, что флагманский фонд D.E. Shaw, probably the largest quantitative fund after you know who, Composite Fund rose 18.5% on the year. Короче, в этом году нет никакого позора в том, чтобы отстать от индекса на 10%.
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ny_quant

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