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China’s quant hedge funds wobble as unexpected market turn surprises some algorithms
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Some data-driven Chinese hedge funds have stumbled, after several years of eye-catching returns and surging inflows from investors.
These quantitative fund managers use statistical models to select stocks and time trades, relying on machine-developed trading algorithms to filter out human weaknesses and find patterns in the market. The rise of Chinese quant investing mirrors earlier growth on Wall Street, with stock markets in both countries being large and liquid.
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