(Bloomberg) Two Sigma, the $52 billion quantitative firm, is struggling to make money this year in some of its biggest hedge funds. Its Compass fund, which trades futures across markets from commodities to currencies, dropped 5.7 percent in the first two months of this year, losing money in both January and February, according to investors. Its Absolute Return fund, which trades stocks, is up just 50 basis points in the same period, after losing 1.8 percent in February.
The Algos at $52 Billion Two Sigma Are Struggling to Make Money
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