Quant Macro Investing

Risk Taking Disciplined

About Tudor’s Quant Funds

Some info on Tudor’s quant funds – hat tip Market Folly:

(Blog.CTNews.com) … Evans, [star trader of Tudor’s quant fund], has been a bit of a mystery, with very little written about his background or how many people he has helping him figure out the proprietary statistical formula that earned him positive 35.5 percent returns in 2008, and allowed him to grow his asset under management to $1.1 billion this year.

… Paul Tudor Jones shows his love for Evans’ trading skills by giving 10 percent of his $7 billion BVI Global Portfolio L.P. to the quant funds (Tudor calls it the “system trading group” – there 18 of them) that Evans helped build for Tudor Investment Corp. Of that $700 million, half of it goes right into the Tensor fund.  Talk about commitment — and maybe a little bit of pressure to perform — because that means a third of Evans total AUM comes directly from Tudor Jones flagship fund that he has a ton of his own coin in.

Editing Assistant: Lingli Li

March 15, 2010 - Posted by | Hedge Funds

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