http://www.dealbreaker.com/2007/11/rumor_mill_quant_bloodbath_mer.php#more Rumor Mill: Quant Bloodbath, Merrill Exiting Private Equity Investments? It was another huge day of losses on the stock market today, and the rumor mill is spinning at full tilt. â¢ Shades of August: Weâre hearing from a usually knowledgeable source that one of the quant big funds that saw serious losses back in July and August may in trouble again. The specific fund being attached to this rumor is AQR Capital, although last time around we learned that the strategies of all the quants were so closely aligned that where one fund ran into trouble, they all did. Keep in mind that while our source is well-informed he is not directly connected with AQR. AQR did not respond to our request for information. First thing that comes to mind is Goldmans Global Equities Opportunity and Global Alpha. Didn't they "inject" a few billion into these funds to prop them up after losing 25-30% in august and july cuz "these things only happen every 100 years or so" Should be interesting to see year end performance.