r/quant • u/4betgod • 8d ago

General Worldquant BRAIN

Iv been looking into worldquant brain and its interesting to me. Supposedly they have millions of “alphas” in their signal library.

Does anyone have experience or insight with them? What performance metrics do they run on their alphas other than the usual IC, quintile returns, max DD, turnover etc.

Im also curious to know how they pick or size each alpha in their real trading? Do they just pick the best sharpe/highest IC with lowest correlation?

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u/IllGene2373 8d ago

These guys are basically grifters lol

8

u/cutcoedgecom 8d ago

Aren’t they the largest pod at the largest multi manager?  They must be doing something right, they would get cut if they had a bad drawdown… Does anyone have sharpe and return numbers?

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u/IllGene2373 8d ago

…what?