The Residential Real Estate Crash Index Message Board

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Strategies & Market Trends : The Residential Real Estate Crash Index

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To: Travis_Bickle who wrote (84343)	8/10/2007 9:06:02 AM
From: BWAC	Read Replies (1) of 306849

"“As these managers unwound significant factor based portfolios, these factors started to behave in unexpected and potentially troubling ways. Short names started to rally and long names started to fall as these trades started to hit the market. As most quantitative managers use similar quantitative factors," ----------------------------- That is exactly what is going on. HB's rally back today too after an initial selloff?

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