Quant Fund Strategies?

[RahulJoshi]

Do Quant funds have a particular strategy or most of them use a mixed bag of strategies? What are the various type of strategies used? I know only of one so i will start with that

1. Statistical Arbitrage
2. ?
3. ?
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[alain]

http://www.amazon.com/dp/1576601870/

 

[radvan]

there are literally hundreds of strategies which are used ... every fund creates its own mix ...

Trendfollowing:
classical paper is from Mebane Faber (Quantitative Approach to Tactical Asset Allocation) and there are countless of others
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1693266

CTA style (Commodity Trading Advisors):
momentum:
Miffre, Rallis: Momentum Strategies in Commodity Futures Markets
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=702281
reversal:
http://quantpedia.com/Screener/Details/71

Pairs trading (probably the most known strategy):
classical paper: Gatev, Goetzmann, Rouwenhorst: Pairs Trading: Performance of a Relative Value Arbitrage Rule
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=141615
on etfs:
http://quantpedia.com/Screener/Details/55
on commodities:
http://eprints.qut.edu.au/32427/1/c32427.pdf

FX strategies:
DB has one nice factsheet/advertisement paper:
https://index.db.com/htmlPages/DBCR_brochure.pdf

Merger arbitrage, Distressed securities, Relative Value Arbitrage, Equity long short strategies (various stockpicking factor models) etc. etc. ...