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Threats to hedge fund managers’ ‘secret sauce'

Feb 18 2016

Dr Robert Frey is quoted in a leading FT article that discusses hedge fund replication. "I have very little regard for these hedge fund replicators" says Robert Frey, chief investment officer at FQS, a fund-of-hedge funds and a quantitative finance professor at Stony Brook University. "They all fail miserably when the market regime shifts."