(Bloomberg) Quants are flocking to boring stocks as the strategy flips from high-flyer to laggard — while hedge funds that are snubbing placid securities outperform. Managers that follow quantitative strategies are loading up on low-volatility shares, a shift from their typical allocation over the past five years, according to Sanford C. Bernstein. Those wagers are underperforming the broader market and potentially hitting returns.
Quants Are Grabbing the Calm Stocks that Hedge Funds Don’t Want
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