Interesting point on why increased correlation hurts traditional stock pickers and market timers. Does this make a case for quantitative hedge funds doing bette

Interesting point on why increased correlation hurts traditional stock pickers and market timers. Does this make a case for quantitative hedge funds doing better? Quant funds are in a good position to put on a large basket of long and short positions (with leverage), and therefore can separate individual stocks from their confounding market factors. Of course, it presumes the fund has a strategy giving them enough conviction to bet on individual stocks / securities.