Is anyone aware of small funds being willing to take on analysts where comp is extremely performance oriented. I.e., super small base salary $35,000, but upside potential? I’m talking where the mindset of the analyst is to break into the industry, but has high conviction in their ability to generate positive P&L
I have heard many iterations of this question and wondered whether there is any truth to this. Can a startup hedge fund develop AI trading algorithm and trade at a high frequency like the bigger quant hedge funds? Has AI made developing sophisticated trading algorithms easier? What other ways are quant funds using AI tools?
The rate that agentic commerce is taking off is amazing im pretty excited. Supposedly the agents on MoltBook traded $100M last month, have not been able to confirm that. Anyway, looking for a few vibers to play around with getting their agents Visa verified and also testing conversation and memory on our models at AgentHub
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I use my own model for pricing options. It is not perfect by any means but it does find mispriced options.
Would you go the Ed Thorpe route and milk it privately, or do you raise capital to make it worthwhile?
Not selling or promoting, dms are closed.
I work as an analyst and I feel like we’re living in two economies.
One family owns / works in tech, gets bonuses, works in finance, asset management, AI, or adjacent industries, and watches wealth explode as AI capex pumps markets.
Another family works normal jobs, owns little stock, and gets crushed by rent, food, energy, insurance, and rates. Literally everything is going up in price.
Then us hedge funds look at reports coming out point to “strong consumer spending” like everyone is thriving.
They’re not.
The winners are spending more because their assets and incomes are booming. Everyone else is just paying more to survive.
Genuinely curious how the fuck this ai boom has helped the average family lmao.
Best books you would give to someone who wanted to join the hedge fund industry
From the author Adrian Reid:
“I catalogued every major hedge fund blow-up of the last 20 years. 62 of them.
I expected to find crooks. Fraud was the primary cause in 13.
The other 49 were run by professionals with risk committees, compliance departments and 20-year records. They understood leverage. They understood concentration. They took the risks anyway.
Carlyle Capital held AAA-rated government agency bonds at 30x leverage. The bonds paid in full. The fund still went to zero in a fortnight, because the funding was overnight and the assets were not.
Six funds on the list sold options premium for steady income. Six were destroyed by it. ALL OF THEM.
And they die fast. Of the 49 market-driven failures, 29 went from fully operating to finished inside a month. Thirteen inside a week.
There was never a moment where somebody calmly reduced risk. Every decision that mattered had already been made months earlier, badly, while the market was calm.
That is the part worth sitting with as a private trader. You have no risk committee and nobody checking your position sizes. What you do have is the ability to decide the rules before the event, because nobody is paying you to take more risk than you want to.
That advantage is worth nothing until the rules are written down.”
There’s more detail in the full article. I thought it was a very interesting piece and encourage you to check it out.
I am a Quant dev in a hedge fund its a POD and my PM sits in SG and i work remotely from India
How much hike and bonus i can expect after completing a year in this firm
Intentionally leaving this vague. Who has experience with NSP (good or bad)?
They appear to simply be paid placement. I am not asserting this as bad, as investment banks have used this model for years but it does appear to be a significant investment to have them rep you, with zero guarantee.
Thanks in advanced
True market mastery begins the moment an investor stops asking what an asset's price is doing today and starts analyzing how its fundamental connectivity is mutating. Static frameworks miss these deep structural undercurrents because they average out the very anomalies that signal impending regime changes. Cultivating a dynamic operational perspective allows funds to bypass surface-level noise, capturing the genuine rhythm of capital flow and systemic risk propagation across global exchanges.
I am a young finance professional interested in learning more about the fundraising side of hedge funds. Based on my understanding, the following are some ways to raise capital for starting a hedge fund:
Based on my own observations, a lot of boutique hedge fund firms have raised the bulk of their funds using the personal and professional network of the firm partners. However, there may be limit in terms of how big of a fund you can raise using this approach (especially for younger professionals).
Hiring a third-party marketer can be quite expensive. I believe most of them take 15-20% of the revenue (management and performance fees) generated from the amount of capital that they helped raise, in addition to the retainer paid for the first year.
#3 and #4 seems to be much more cost-effective, however I am wondering if anyone has actually raised any capital using these approaches. For instance, would a university endowment or family office respond to a cold-email that you found in a LP database?
On the other hand, how do these LPs know about the most attractive emerging hedge funds? Do LPs hear about them through peer introductions, or market intelligence about the industry?
Are there other common ways that hedge funds use to fundraise continuously?
Specifically looking for numbers for infrastructure focused role.
Been at a long/short hedge fund for the past 10 years working as an execution trader. Current salary of $155k/ year and bonuses have varied from $250k to $40k. Due to dwindling assets, the prospect of solid earning years has become nonexistent. Are there opportunities to parlay this experience into a quant trading with independent python, backtesting type courses? Or are there any other routes that could lead to more substantial pay packages?
Hi, I work for a multi strat multi manager fund and we’re looking to allocate to smaller/emerging funds
Please contact me if:
You already own/ want to open your own hedge fund
You’ve got less than 50 Million in AUM
You should have some track record even if not associated with the fund ( eg: very recently created, not yet created etc)
You’ve got 500k minimum available/of your own money
It doesn’t matter where you’re from we can most likely work with you regardless.
Hi,
I am a research scientist, and have built my algorithms over the years and used it for my personal investing. Since I dont come from the hedge fund kinda background, I would like some validation on my performance and if it is actually strong then I would want to take this more seriously. I rarely trade, got different algos for that which have higher returns.
My 3yr performance:
annualized is 28.68% vs 19.19% of S&P,
Cumulative is 113.24% vs 69.43% of S&P
Alpha is 4.75 beta is 0.95 compared to Nasdaq composite.
Sharpe ratio is 0.97 for my portfolio and Nasdaq composite, for s&p it’s 1.14
My max drawdown is 12%
Traditional distance-based pairs trading often breaks down when asset spreads drift due to changing macroeconomic conditions. Error Correction Models solve this vulnerability by formally testing for cointegration and anchoring trades to a true mathematical equilibrium. The model evaluates both long-run dependencies and short-term market dynamics simultaneously. Consequently, algorithmic systems gain a distinct advantage, ensuring that positions are only initiated when the statistical pull toward fair value is exceptionally strong and reliable.