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Firms that build models from the same information end up in the same trades, says LMAX Group’s head of data
Ask quantitative investors whether crowded trades are hurting their returns and most will say no. In a recent survey of systematic and quantitative investors by LMAX Group, S&P Global and Mistral, only one in 10 firms named crowding as a leading pressure on returns. Just 4% called it their biggest challenge for the next three years.
Ask the same firms about the industry as a whole and the answer changes: 85% are at least moderately worried that firms are relying on the same models, signals and
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