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	<title>Comments on: Hedge fund strategies, quants and the &#8216;copycat&#8217; factor</title>
	<link>http://ftalphaville.ft.com/blog/2007/08/24/6807/hedge-fund-strategies-quants-and-the-copycat-factor/</link>
	<description>FT Alphaville from FT.com</description>
	<copyright>Copyright The Financial Times Ltd 2006. "Alphaville", "FT" and "Financial Times" are trademarks of the Financial Times.</copyright>
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	<pubDate>Fri, 08 Aug 2008 21:29:35 +0000</pubDate>
	<lastBuildDate>Fri, 08 Aug 2008 21:29:35 +0000</lastBuildDate>
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		<title>by: The Aleph Blog &#187; Cruising Across Our Speculative Markets</title>
		<link>http://ftalphaville.ft.com/blog/2007/08/24/6807/hedge-fund-strategies-quants-and-the-copycat-factor/#comment-5917</link>
		<pubDate>Thu, 30 Aug 2007 06:02:32 +0000</pubDate>
		<guid>http://ftalphaville.ft.com/blog/2007/08/24/6807/hedge-fund-strategies-quants-and-the-copycat-factor/#comment-5917</guid>
					<description><![CDATA[[...] I write this as a hybrid.  I am a qualitative investor that uses quantitative models to aid my processes.  As such, I was hurt, but not badly, but recent market troubles.  Any class of models can be overused, and the factors common to most quant models indeed became overused recently.  Truth is, the models don’t vary that much from quant shop to quant shop, because the market anomalies are well known.  Many of these funds held the same stocks, as seen in hindsight.  Should it surprise us that their results were correlated? [...]]]></description>
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