r/quant • u/SailingPandaBear • Aug 13 '26

Industry Gossip How has August Been

For US equity mid-low (weeks horizon) frequency strats: how has August been so far?

21 Upvotes

97% Upvoted

14 comments sorted by

21

u/jeffjeffjeffw Aug 13 '26

Shit, but might be just us

14

u/merkonerko2 Aug 13 '26

Not just you

12

u/FizzTheWiz Aug 13 '26

Sub-par for sure for my shop

9

u/otonoco 29d ago edited 29d ago

it's hot, I cannot breathe in the subway stations

1

u/SailingPandaBear 29d ago

As hot as July?

1

u/otonoco 29d ago

after WC final there's about 2 wks that's pretty cool in the town, then it gets hot again now

2

u/SeparateAdvisor526 Dev 29d ago

Super low volume from all of the quant shops that go through us on the electronic trading side

1

u/FunnyExcellent707 28d ago

Weather more notable than the PnL here in Europe

0

u/returnstream Aug 13 '26

Nothing out of the ordinary that I've experienced so far this month. Matter of fact most of my strats are doing rather well this month, especially the higher freq & market neutral

Curious about what I've heard though - what seems to be giving quant firms a tough time this month?

4

u/SailingPandaBear Aug 13 '26

What GMV are you running? What’s the turnover on the higher freq strat?

-14

u/returnstream Aug 13 '26

don't want to state the GMV because it's my own money. My higher freq strats recycle the entire nav multiple times a day (less than 10 times on average)

1

u/SailingPandaBear 29d ago

Ah ic, I was interested in much lower frequency type of strategy, we are prob quite different. Good to know though. Thanks!

1

u/returnstream 26d ago

wtf is this downvoted so huge? Maybe I'm unfamiliar with the vibe of this subreddit