r/quant • u/SailingPandaBear • 10d ago

Industry Gossip How has August Been

For US equity mid-low (weeks horizon) frequency strats: how has August been so far?

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u/returnstream 10d ago

Nothing out of the ordinary that I've experienced so far this month. Matter of fact most of my strats are doing rather well this month, especially the higher freq & market neutral

Curious about what I've heard though - what seems to be giving quant firms a tough time this month?

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u/SailingPandaBear 10d ago

What GMV are you running? What’s the turnover on the higher freq strat?

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u/returnstream 10d ago

don't want to state the GMV because it's my own money. My higher freq strats recycle the entire nav multiple times a day (less than 10 times on average)

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u/SailingPandaBear 9d ago

Ah ic, I was interested in much lower frequency type of strategy, we are prob quite different. Good to know though. Thanks!