Post-Crisis, Quant Funds Go Back to the Drawing Board

monica-ness-seascape
Monica Ness, Seascape Capital Management

Racking up impressive track records and enviable rates of return from 2000 to 2007, quantitative investment strategies fell heavily to earth when markets first exhibited signs of trouble in 2008. While volatility and liquidity challenges have become less anomalous and more typical of stock markets over the past two years, the ability to model and take advantage of those conditions has not gotten any easier for quant shops.

The numbers paint a bleak picture: According to data from investment

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