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...Five years ago AQR was one of the industry’s biggest hedge fund groups, before most of its systematic, model-driven strategies started to splutter....
...Factor quants like AQR aren’t using machine learning in the same way as high-frequency traders or statistical-arbitrage funds like Renaissance....
...I say that a diversified portfolio that achieves a higher risk-adjusted return by applying mild leverage will be better....
...AQR....
...The UAE has in recent years become a hedge fund hotspot, drawing the likes of Izzy Englander’s Millennium, Steve Cohen’s Point 72, quant investing firm AQR and macro fund Brevan Howard....
...Meanwhile Cliff Asness, co-founder of AQR Capital Management, tells my colleagues at Unhedged why he thinks AI is less than revolutionary for finance....
...However, the overarching model of cost-conscious, overwhelmingly passive, diversified and radically transparent public market investing with some ethical guardrails set by parliament has remained constant...
...I put this question to Peter Hecht, managing director at AQR and a former finance professor at Harvard Business School....
...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...
..., one of the biggest, most important quantitative hedge funds and factor investing hedge funds, to have a kind of wide-ranging discussion about factor of investing value, all kinds of stuff....
...They add to pressure on the LME, which has been sued in judicial review claims by hedge fund Elliott Management and market maker Jane Street for a total of $476mn....
...Millennium had grown into a much larger and more diversified organisation, and Englander was reluctant to identify just one person to lead the business....
...Quant investing giant AQR, and multi-strategy firms such as Sculptor and Lighthouse Investment Partners are among the hedge funds to establish a presence in the city over the past year, according to regulatory...
...(Armstrong & Wu) One good read AQR’s Clifford Asness on Dumb Money, the new movie about GameStop....
...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...
...The risk of regulatory arbitrage remains....
...BNP Paribas has named AQR Capital Management’s former trading head Scott Carter as global head of investor coverage....
...It simply said: if you’re an index fund, you own the market. That means if you take the index funds out of the picture, you’re left with the same portfolio, the market....
...After a long stretch of, well . . . sucking — one of Asness’s favourite technical phrases — AQR’s Managed Futures Fund is now up 30.2 per cent this year....
...Steve Hou, researcher at Bloomberg Indices and a former AQR quant, thinks so....
...Now, commodity trading adviser hedge funds that employ trend-following strategies (think firms like AQR) are entering the market....
...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....
...Antti Ilmanen of the US investment firm AQR, is well known for his analysis of the components of long-term returns....
...Value-loving AQR’s Absolute Return fund returned 43.5 per cent net of fees last year, its best performance since its birth in 1998, while the Tiger’s growth jockeys lost 54 per cent up to the end of November...
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