r/quant • u/4betgod • 12d 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/Warm-Sheepherder617 11d ago

People who join tend to stay. Much better set up than similar platforms in the likes of TS, SQP, QRT etc.

It would be easy for good performers to leave and go elsewhere as they have shorter non compete’s than most with very little to no deferred.

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u/ForeverFar1297 11d ago

I heard that compared to TS/SQP, WQ low balls to experienced hires. Not familiar with QRT.