by r.hadlow@mas-markets.com | Nov 25, 2025 | Quant Strategies
The real question facing institutional desks is no longer “Should we use AI?” but: “Which type of AI should power our trading, and which AI agents should support our research and operations?” To answer that, it helps to separate two layers: Core trading models –...
by r.hadlow@mas-markets.com | Nov 24, 2025 | Quant Strategies
Ask most traders where returns come from, and they’ll point to direction: buying assets that go up or shorting assets that go down. But professional money increasingly earns returns from something else entirely — being paid to insure what the market is afraid might...
by r.hadlow@mas-markets.com | Nov 24, 2025 | Quant Strategies
Most traders focus on price: buying dips, shorting rallies, waiting for breakouts. But the most sophisticated hedge funds aren’t interested in price itself — they’re interested in how prices form. This domain is called microstructure, and it is the most competitive...
by r.hadlow@mas-markets.com | Nov 24, 2025 | Quant Strategies
Most traders obsess over direction: “Will gold rally?” “Is tech topping?” “Is crude oversold?”But the most resilient strategies inside hedge funds don’t care about direction at all. They focus on something far more stable: How assets behave relative to each other....
by r.hadlow@mas-markets.com | Nov 24, 2025 | Quant Strategies
Most traders spend their careers chasing price. They focus on whether an index will rise, whether tech will lead a rally, or whether energy is finally breaking out. But over the past five years, a quiet shift has been taking place inside hedge funds: alpha is...
by r.hadlow@mas-markets.com | Nov 24, 2025 | Quant Strategies
Why Direction Is Losing Its Power Directional strategies historically thrived when central banks flooded markets with liquidity and interest rates were near zero. Cheap capital meant investors could buy risk, wait for trends to mature, and rely on macro narratives to...
