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...The founder of US-based AQR Capital Management, still one of the world’s biggest computer-driven investment firms despite a sharp drop in assets in recent years, once studied under the University of Chicago...
...For simplicity’s sake, Sharpe’s original “capital asset pricing model” stipulated a single “market factor” — identified by the Greek letter beta in the formula — which described how much securities moved...
...The US, GSWM notes, is a unique combination: it is the only very large country with high gross domestic product per person and deep, liquid capital markets....
...I broadly agree with AQR on this....
...Computer-powered hedge fund group AQR Capital Management is to remove five partners from its ranks and trim its bond arm, continuing to retrench operations after several lean years for many systematic trading...
...I put this question to Peter Hecht, managing director at AQR and a former finance professor at Harvard Business School....
...Meanwhile Cliff Asness, co-founder of AQR Capital Management, tells my colleagues at Unhedged why he thinks AI is less than revolutionary for finance....
...Jensen is an assistant professor of finance at Yale, the latter two work for AQR Capital Management, the big quant investment shop run by prominent screen-smasher Clifford Asness, in addition to teaching...
...Steve Hou, researcher at Bloomberg Indices and a former AQR quant, thinks so....
...These four companies — Microsoft, Amazon, Google and Meta — in 2024 are expected by analysts to spend a combined $180bn on capital expenditure, a 27 per cent increase from 2023....
...As Antti Ilmanen, global co-head of portfolio solutions at AQR Capital Management notes, IRRs “have got lots of problems. They are popular but they are dangerous, very misleading.”...
...A London court has dismissed a case by hedge fund AQR Capital Management and other market participants against the London Metal Exchange, relieving the bourse from a request to disclose further information...
...commercial property loans Oaktree’s Howard Marks warns of crunch time for private credit US capitalism is ‘breaking down before our eyes’, says Ken Griffin Markets are becoming less efficient, not more, says AQR...
...AQR Capital Management is among claimants pursuing £80mn in damages, according to the exchange’s parent company, Hong Kong Exchange and Clearing (HKEX), pushing total claims faced by the LME to $567mn....
...But the shift to the UAE isn’t just about tax and raising capital....
...However, Clifford Asness’s AQR Capital Management offered up another intriguing cause for the muddled fortunes in a report the quant house published last week: Some trend-followers simply drifted from their...
...Cliff Asness of AQR was the chief critic of that paper. As I understand, his big counterpoint was that you’re making the case for timing the market....
...Now, commodity trading adviser hedge funds that employ trend-following strategies (think firms like AQR) are entering the market....
...BNP Paribas has named AQR Capital Management’s former trading head Scott Carter as global head of investor coverage....
...The classic statement of this view of Berkshire is a 2013 article from AQR, called “Buffett’s Alpha”....
...In a recent paper, Michele Aghassi and Dan Villalon of AQR Capital Management look at EM weightings across Nasdaq’s eVestment database of institutional funds....
...The divergent performance of Clifford Asness’s AQR Capital Management and Chase Coleman’s Tiger Global offers a great snapshot of how value and growth stocks did last year....
...Take AQR Capital Management, the investment group led by Captain America fan, former Gene Fama protégé and full-time angry Twitter person Clifford Asness....
...I spoke yesterday with Dan Villalon, a principal at AQR, a large quantitative manager. He suggested a better way to look at growth and value: what AQR calls the “value spread”....
...AQR Capital Management, a quant hedge fund, and DRW Commodities, a major proprietary trading firm, are among five companies to have filed court application in London against the LME, a hub for metals trading...
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