One simple way to approach this question is to look at what quantitative hedge funds did well during the crisis, and try to understand what strategies they employed. As an example, you can look at the Barron's 100 from 2009. The top performing fund was RenTech's Medallion. Their strategy is not publicly known.
There were only two broad hedge fund strategies that did well: short-bias and managed futures. Many Global Macro firms also performed well (e.g. Soros), although they are less coherent as a category (and are typically not strictly quant). Short-bias did well because this category must stay net short equities; as a category, this isn't primarily associated with quantitative strategies. Managed futures is the largest systematic category that performed very well during the crisis. This strategy is associated with trend following in the futures markets. You can see many of the largest managed futures funds in the Barron's list, including BlueCrest, Graham, and Two Sigma.
Another category that performed quite well during the crisis is short-term systematic traders, including high-frequency traders. There are several examples in the Barron's 100 as well, such as QIM and Roy Niederhoffer (also have a look at the performance of the "Short-Term Traders Index").
Most of these general categories have not performed as well since the crisis, which is why they are often viewed as hedges (insurance) more than absolute return funds.