Investors have enjoyed above average returns for decades now. But long-term evidence suggests that those lofty returns won’t last forever. In this episode we take a deep dive into the…
Tag: aqr
Black Swan Debate Fueled by AQR and a 3,612% Return
A recent Bloomberg article reports that the attention garnered by options-based hedge products that have “dominated the headlines for making a killing in the sell-off” has fueled a fierce debate…
AQR's Jeremy Getson is Best-Connected Man in Hedge Funds
A recent article in Institutional Investor profiles Jeremy Getson, AQR Capital Management’s head of North American sales, who “leads a rarefied class of the ultraconnected in a disparate industry, according…
Small-Caps are on the Upswing
After a brief post-election surge at the end of 2016, small-caps “went nowhere” for nine months, but the asset class has “finally decided to join the party,” writes Ben Carlson…
Warren Buffett's Strategy Based on Market Anomalies
Part of Warren Buffett’s fortune was made by “exploiting two market mistakes: the tendency for quality companies and low-risk stocks to outperform,” says last week’s Wall Street Journal. Referring to…
AQR's Antti Ilmanen Predicts Low Returns
Low expected returns are going to anchor bad news for all of us for the rest of our working lifetimes, warned AQR principal and researcher Antti Ilmanen at the 2016…
How to Invest Like Buffett but via Factors
As the debate continues concerning how quantitative model performance compares to that of active funds, a Bloomberg article from earlier this month discusses the findings of an AQR study that…
Investing Like Buffett and Soros Could be Within Reach
New research shows that “ordinary” investors may be able to emulate the extraordinary tactics of legends such as Warren Buffett or George Soros by using factor-based strategies. This according to…
AQR Takes On "Momentum Myths"
Momentum stocks have taken a hit recently, but those who say that indicates momentum investing is not a profitable long term approach are dead wrong, say the authors of a…