The Revenge of Quantocide?

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Last week unusual movements in the stock markets—with some widely shorted stocks rising even as the broader markets plummeted—had many wondering if we were witnessing a repeat of the events of late July. This afternoon, Dane Hamilton of Reuters hands in his contribution to the rumor mill. “In addition, some traders say they have recently picked up signals that there may be a multibillion dollar market-neutral fund that is conducting an orderly liquidation, raising concerns that such an event may prompt others to do the same and hammer the market,” Hamilton writes.
The game of Who Dun It has already begun. AQR was an early favorite but other names are being bandied about as well. DE Shaw is another popular candidate.
DE Shaw's hard drive did not return requests for comments.
Hedge fund AQR denies big trading setbacks [Reuters]

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