Financial Times FT.com

Share price swings suggest return of ‘quants’

By Anuj Gangahar

Published: March 29 2009 23:30 | Last updated: March 29 2009 23:30

Dramatic price swings have flooded through US stocks in the final hour of trading over recent days, suggesting that the computer-generated strategies of so-called “quantitative” traders are returning in force.

The “quants” as they are known gained notoriety when they suffered huge losses at the start of the credit crisis in August 2007, a period marked by savage price swings during the final minutes of daily trading.

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