2007 quant quake survival
RenaissanceMulti
Medallion -20% in 3 days Aug 2007 then +85% YE
Source: Daniel Scrivner
AQR Capital Management
AQRMulti
Cliff Asness research-driven factor investing
Source: ExecCapital
AQR DELTA absolute return
AQRMulti
AQR DELTA absolute return strategy
Source: AQR
AQR Managed Futures
AQRTrend
AQR managed futures trend fund
Source: AQR
AQR Style Premia Alternatives
AQRMulti
AQR ARP fund - flagship style premia
Source: AQR
Alternative-data focus
Two SigmaMulti
Heavy use of social/satellite/web alt data
Source: Wright Research
Asness research papers
AQRMulti
Cliff Asness prolific research output
Source: AQR
Aspect Capital Diversified
AspectTrend
Aspect trend-following CTA
Source: encyclopedia
Atlas Equities
BalyasnyL/S
Atlas equities L/S
Source: encyclopedia
Atlas Macro fund
BalyasnyMulti
Atlas macro sleeve under Balyasny
Source: encyclopedia
Balyasny multi-strat platform
BalyasnyMulti
BAM multi-strat platform fund
Source: encyclopedia
Brevan Howard Master Fund
BrevanMulti
Brevan Howard discretionary macro
Source: encyclopedia
Brevan Howard Multi-Strat
BrevanMulti
Brevan multi-strat
Source: encyclopedia
Bridgewater All Weather
BridgewaterMulti
All-Weather risk parity
Source: encyclopedia
Bridgewater Pure Alpha
BridgewaterMulti
Bridgewater Pure Alpha discretionary macro
Source: encyclopedia
Capacity-limited closed
RenaissanceMulti
Medallion closed to outside investors 1993
Source: encyclopedia
Capula GRV global RV
CapulaMulti
Capula Global Relative Value FI
Source: encyclopedia
Capula Tail Risk Fund
CapulaLong vol
Capula tail-risk fund
Source: encyclopedia
Caxton macro
CaxtonMulti
Caxton macro fund
Source: encyclopedia
Citadel Equities long-short
CitadelL/S
Equities L/S sleeves under platform
Source: encyclopedia
Citadel Fixed Income arb
CitadelMulti
FI relative-value sleeves
Source: encyclopedia
Citadel Securities market making
CitadelMM
Citadel Securities top US MM (separate from hedge fund)
Source: encyclopedia
Citadel Tactical Trading
CitadelMulti
Tactical Trading quant macro
Source: encyclopedia
Citadel Wellington
CitadelMulti
Wellington flagship multi-strat fund
Source: encyclopedia
Coatue Mgmt tech-focused
CoatueLong
Coatue tech-focused growth
Source: encyclopedia
Cubist quant platform
Point72Multi
Cubist quant arm of P72
Source: encyclopedia
Cumberland crypto MM
DRWMM
Cumberland - DRW's crypto MM
Source: Cumberland
DE Shaw Composite
DE ShawMulti
DE Shaw Composite Fund - flagship multi-strat
Source: QuantSavvy
DE Shaw Oculus macro
DE ShawMulti
Oculus discretionary macro fund
Source: encyclopedia
DE Shaw Valence multi-asset
DE ShawMulti
Valence multi-asset systematic fund
Source: encyclopedia
DE Shaw Voltaic
DE ShawMulti
Voltaic stat-arb fund
Source: encyclopedia
DRW prop firm
DRWMulti
Don Wilson DRW Chicago prop
Source: encyclopedia
DUNN Capital WMA
DUNNTrend
DUNN Capital long-running trend fund
Source: encyclopedia
Discretionary L/S equity
Point72L/S
P72 fundamental L/S equity sleeves
Source: encyclopedia
Distributed computing infra
Two SigmaMulti
Massive distributed-compute infrastructure
Source: Wright Research
Element Capital
ElementMulti
Element Capital macro fund
Source: encyclopedia
Flow Traders ETP MM
Flow TradersMM
Flow Traders global ETP MM
Source: encyclopedia
Glenview Capital Robbins
GlenviewL/S
Larry Robbins healthcare-focused L/S
Source: encyclopedia
Greenlight Capital Einhorn
GreenlightL/S
David Einhorn L/S equity
Source: encyclopedia
Hidden Markov Models
RenaissanceMulti
Leonard Baum HMM models foundation of RenTech
Source: Wikipedia
High-fee structure 5/44
RenaissanceMulti
Medallion 5% mgmt + 44% performance fee
Source: encyclopedia
Hudson River HFT
Hudson RiverMulti
Hudson River Trading NYC HFT
Source: encyclopedia
IMC Trading prop
IMCMM
Amsterdam-based options MM
Source: encyclopedia
IPM Systematic Macro
IPMMulti
IPM Stockholm systematic macro
Source: encyclopedia
Jane Street ETF arbitrage
Jane StreetMulti
Largest ETF AP and arbitrageur
Source: encyclopedia
Jane Street OCaml stack
Jane StreetMulti
Famous OCaml functional-programming stack
Source: encyclopedia
Jane Street market-making firm
Jane StreetMM
Top US MM + ETF arb specialist
Source: encyclopedia
Jane Street options market-making
Jane StreetMM
Major options market maker
Source: encyclopedia
Jump Crypto venture arm
Jump TradingMulti
Jump Crypto - controversial Terra/UST role
Source: encyclopedia
Jump Trading prop firm
Jump TradingMulti
Jump prop trading firm Chicago
Source: encyclopedia
Latour MM subsidiary
Tower ResearchMM
Tower's market-making arm Latour
Source: encyclopedia
Lone Pine Capital
Lone PineLong
Steve Mandel growth-oriented L/S
Source: encyclopedia
Lynx Asset Mgmt Sweden
LynxTrend
Lynx Swedish CTA
Source: encyclopedia
Man AHL Diversified
AHLTrend
Man AHL classic trend-following CTA
Source: encyclopedia
Man AHL Evolution
AHLMulti
AHL Evolution multi-strat
Source: encyclopedia
Marshall Wace TOPS
Marshall WaceL/S
MW TOPS L/S equity TIPS retail input system
Source: encyclopedia
Medallion Fund secret blend
RenaissanceMulti
Jim Simons RenTech 1988+ employee-only fund 39% avg returns
Source: Daniel Scrivner
Millennium 200+ teams
MillenniumMulti
200+ trading teams aggregated
Source: encyclopedia
Millennium global multi-strat
MillenniumMulti
Multi-region multi-strat platform
Source: encyclopedia
Millennium pod platform
MillenniumMulti
Izzy Englander pod-shop platform
Source: encyclopedia
Millions of alphas
WorldQuantMulti
WQ combines millions of micro-alphas
Source: encyclopedia
Moore Capital macro
MooreMulti
Louis Bacon Moore macro
Source: encyclopedia
Multidisciplinary research culture
DE ShawMulti
DE Shaw hires math/CS/physics PhDs
Source: ExecCapital
Mulvaney Global Markets
MulvaneyTrend
Mulvaney high-vol crisis-alpha trend
Source: encyclopedia
Optiver MIT graduates
OptiverMulti
Heavy MIT/IIT recruiting
Source: encyclopedia
Optiver options MM
OptiverMM
Optiver Dutch options MM
Source: encyclopedia
PDT Partners stat-arb
PDTMulti
PDT Partners stat-arb (ex-Morgan Stanley)
Source: encyclopedia
Pershing Square Ackman
PershingLong+activist
Bill Ackman concentrated activism
Source: encyclopedia
Pod-shop platform model
CitadelMulti
Citadel pioneers pod-shop model
Source: encyclopedia
Point72 single-master multi-strat
Point72Multi
Steve Cohen P72 - successor to SAC
Source: encyclopedia
RIDA international equities
RenaissanceMulti
RIDA: international equities
Source: encyclopedia
RIEF Renaissance Institutional Equities Fund
RenaissanceMulti
RIEF: institutional equities fund (sub-Medallion returns)
Source: encyclopedia
Rokos Capital macro
RokosMulti
Chris Rokos macro fund (ex-Brevan)
Source: encyclopedia
SIG poker training
SusquehannaMulti
SIG famous for poker-based training
Source: encyclopedia
Schonfeld Strategic Advisors
SchonfeldMulti
Schonfeld multi-strat platform
Source: encyclopedia
Sequoia Capital VC
SequoiaLong
Sequoia top-tier venture capital
Source: encyclopedia
Short-dated systematic trades
RenaissanceMulti
Medallion: typically 1-3 day holding periods
Source: QuantSavvy
Single-model architecture
RenaissanceMulti
Everything feeds into one model - cross-asset coupling
Source: Daniel Scrivner
Soros Quantum Fund (closed)
SorosMulti
Soros Quantum legendary macro fund
Source: encyclopedia
Squarepoint Capital
SquarepointMulti
Squarepoint quant fund
Source: encyclopedia
Strict drawdown limits per pod
CitadelMulti
~5-7% PM-level drawdown shutoff
Source: encyclopedia
Susquehanna SIG options MM
SusquehannaMM
Susquehanna game-theory derived options MM
Source: encyclopedia
TGS Systematic stat-arb
TGSMulti
TGS Management low-profile stat-arb
Source: encyclopedia
Tiger Global tech-focused
TigerLong
Chase Coleman tech + private
Source: encyclopedia
Tower Research HFT
Tower ResearchMulti
Mark Gorton HFT firm
Source: encyclopedia
Trans Trend Diversified
Trans TrendTrend
Trans-Trend Dutch CTA
Source: encyclopedia
Trust-the-machine discipline
RenaissanceMulti
Don't override during drawdowns
Source: Daniel Scrivner
Tudor BVI
TudorMulti
Paul Tudor Jones Tudor BVI macro
Source: encyclopedia
Two Sigma Compass macro
Two SigmaMulti
Compass macro fund
Source: encyclopedia
Two Sigma Eclipse stat-arb
Two SigmaMulti
Eclipse statistical arb fund
Source: encyclopedia
Two Sigma Risk Premia
Two SigmaMulti
Risk premia ARP fund
Source: Wright Research
Two Sigma Spectrum
Two SigmaMulti
Two Sigma Spectrum - ML-driven equity
Source: encyclopedia
Virtu Financial MM
VirtuMM
Public-listed MM Virtu Financial
Source: encyclopedia
Voloridge Investment Mgmt
VoloridgeMulti
Voloridge ML-driven quant fund
Source: encyclopedia
WebSim alpha platform
WorldQuantMulti
WebSim crowd-sourced alpha-discovery
Source: Wright Research
Winton Diversified Trend
WintonTrend
David Harding Winton trend fund
Source: encyclopedia
Winton Multi-Strat
WintonMulti
Winton multi-strat product
Source: encyclopedia
WorldQuant Igor Tulchinsky
WorldQuantMulti
WorldQuant alpha-research firm
Source: encyclopedia
XTX Markets FX MM
XTXMM
XTX Markets top FX e-MM
Source: encyclopedia
XTX equities expansion
XTXMM
XTX expanded into equity MM
Source: encyclopedia
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.