Section
Quantitative Investing
121 posts
Caveat Investor?
by Clifford Asness, Ph. D. AQR Capital Management, Inc. The Department of Labor’s Fiduciary Rule, which is applicable…
Navigating Volatility: The Case for Tactical Alpha
In today's volatile markets, alternative investments are key for diversification, resilience, and returns, but they demand expertise to navigate. Ash Lawrence, Head of AGF Capital Partners and Scott Radke, CEO and Co-CIO of New Holland Capital discuss...
Cliff Asness: How Much Are You In For?
by Clifford Asness, Ph. D. AQR Capital Management, Inc. There is a recent post by Eric Nelson that…
Betting Against Correlation
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our latest paper Betting Against Correlation tries to look…
Liquid Alt Ragnarök?
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Cliff discusses the recent tough times for quantitative factor-based…
Skis and Bikes: The Untold Story of Diversification
by Adam Butler, Rodrigo Gordillo, and Michael Philbrick, Resolve Asset Management In most parts of Canada we have…
Killed This but Forgot to Stuff Garlic in its Mouth
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Cliff takes issue with a Wall Street Journal editorial…
Cliff Asness: Factor Timing is Hard
by Clifford Asness, Ph. D. AQR Capital Management, Inc. Here is the latest and most exhaustive in our…
Behavioural Finance – Active Management’s Next Frontier
by Craig Basinger, Chris Kerlow, Derek Benedet, Shane Obata, Connected Wealth, RichardsonGMP Active portfolio management, at its core,…
Cliff Asness: Lies, Damned Lies, and Data Mining
by Clifford Asness, Ph. D. AQR Capital Management, Inc. We are the whipping boy for a recent article…
Rodrigo Gordillo: Why most advisors have portfolio construction backwards and how to fix it
Rodrigo Gordillo, Managing Partner and Portfolio Manager at Resolve Asset Management shines a light on one of the…
Our Hat into the Podcasting Ring
by Clifford Asness, Ph. D. AQR Capital Management, Inc. The last few years have seen an explosion in…
It Ain't What You Don't Know That Gets You Into Trouble
by Clifford Asness, Ph. D. AQR Capital Management, Inc. My title is the first half of a Mark…
It Ain't What You Don't Know That Gets You Into Trouble
by Clifford Asness, Ph. D. AQR Capital Management, Inc. My title is the first half of a Mark…
Once More Unto the Breach?
by Clifford Asness, Ph. D. AQR Capital Management, Inc. This month is the ten-year anniversary of the "quant…
Add More Fama to Your Portfolio
by Clifford Asness, Ph. D. AQR Capital Management, Inc. This entry is a book recommendation. The book is…
