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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory
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To: Paul Kern who wrote (84915)8/13/2007 9:23:20 AM
From: 10K a day  Read Replies (1) of 110194
 
>The trouble for quantitative funds started Aug. 3, when stocks started moving not only in ways that commonly used models didn't predict, but in precisely the opposite direction from what was expected. Equally troubling, the moves were far more volatile than models based on decades of testing assumed were likely. Those relatively minor anomalies escalated quickly this week, exploding into a global rout for quantitative funds by Wednesday.<

i guess they met their margin call. thats nice.
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