Pioneer Quantitative Fund Managers
- Renaissance Technologies
- James Simons, MIT-educated mathematician and Pentagon codebreaker
- AHL
- flagship arm of Man Group
- AUM $12bn
- Winton Capital
- David Harding, Cambridge-educated physicist
- helped set up AHL before selling it to Man Group
- one of the founding fathers of the CTA (commodity trading adviser) strategy, a trend-following strategy employed across a variety of markets
- Systematica Investments
- Leda Braga, engineering PhD
- spin-off of BlueCrest
- AUM $9bn
- DE Shaw
- David Shaw, Stanford computer scientist
- AUM $37bn
- Fortune magazine calls him the "king quant"
- AQR
- Clifford Asness
- AUM $130bn with $30bn in risk parity funds
- also manages CTA funds
- Bridgewater
- Ray Dalio
- AUM $70bn in All Weather risk parity fund
- also has a classic macro fund named Pure Alpha
- Two Sigma
- DE Shaw alumni David Siegel and John Overdeck
- AUM $25bn
AUM = assets under management
Excerpted from Financial Times, US print edition, Oct. 1, 2015, p. 9.
Author is also on Twitter.
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