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Home Top Stories AQR On The 10th Anniversary Of The Quant Crash
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AQR On The 10th Anniversary Of The Quant Crash

Cliff Asness
-
Aug 7, 2017, 10:43 pm
1
AQR On The 10th Anniversary Of The Quant Crash
HypnoArt / Pixabay

This month is the ten-year anniversary of the “quant crisis” or “quant quake” – that one week period in August 2007 when quantitative equity strategies like factor investing and statistical arbit