Tid bits About The Market Dipression

Matt Rothman of Barclays released a piece on Equity Quantitative Strategies of the United States. The piece highlighted that the pain trend quants are getting down day by day. The overall market condition seems to be a bit too low in trend. Investors are all worried and are finding themsleves in proged pressure of the market condition. If you are amongst those thousands of investors who are looking for way to invest for good return just read out what Tyler Durden writes.

The most noticeable things to be remembered in the report are as follows:

The ROQS quantitatively derived long-only risk controlled portfolio underperformed this month. This caused the ROQS to trail its Russell 1000 benchmark by 82 basis points.

This month our ROQS long/short market neutral portfolio returned -17.1%. All through the year, it generated an absolute return of -4.26%.

Although the valuation markedly outweighed by + 14.4% this month, yet the even such strong performance wasn't actually enough to offset the poor run of the market sentiment. All together, the overall Quality had slightly underperformed by -1.4%, although there was a notable decoupling witnessed among the factors. Read here to know if the market dispersion really collapsed