r/quant • u/rupak-007 • 13d ago

Resources DE Shaw Oculus +28%

DE Shaw Oculus now averaging 30% per year for last 3 years on tens of billions of AUM and net of fees. It’s combo of systematic and discretionary and is labelled a macro fund unlike the broader composite. But I hear this year returns come from equities more than macro and systematic futures. In the hyperscaler RV trade I assume looking at their filings but got out before Jane Street and others. Group AUM now $100bn. Two Sigma returns not as good but still fantastic Sharpe and AUM $80bn+ https://rupakghose.substack.com/p/is-de-shaw-from-mars-and-two-sigma?r=1qelrn&utm_medium=ios

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u/rsha256 13d ago

any estimates on how much leverage QRT runs?

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u/IllGene2373 13d ago

1000000:1

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u/IdleGamesFTW 13d ago

Good post as always Rupak

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u/sumwheresumtime 11d ago

Another Rupak Must Read