Hedge Fund Rumors: Liquidation From Quant Fund In Boston

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We're hearing that a Boston based quant fund has been liquidating its positions today, perhaps concerned about margin calls from its brokers. So far, we haven't been able to track down a name. J W Henry & Co are the only quants in Boston who come to mind but they haven't returned our calls yet. And it hardly seems fair to tag them as liquidating positions just because they are the only folks who came to mind. Then again, four out of five of their "programs" had losses, last year. Two had double digit losses.
Update: Probably not JWH. Assets under management down below $300 million so probably not enough to move the markets. And we're told that they've had a gangbuster January. (Although JWH still hasn't returned our phone calls. Not cool at all.)
But new clues have emerged. DealBreaker is told that State Street prime brokerage services the fund. Numeric, which is based somewhere near MIT, has emerged as a favorite contender among the rumor mongers.

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