Cliff Asness: Quantitative Investment Strategy and Philosophy

Cliff Asness: Quantitative Investment Strategy and Philosophy
Image Source: Bloomberg Video Screenshot

An interview and Q&A with billionaire quantitative investor and co-founder of AQR Capital Management, Cliff Asness. In this interview Cliff discusses what a Quant investor is and how he approaches investing. Cliff also talks about the history of Quant investing and research AQR has conducted. ? Books by Cliff Asness and books on him are located at the bottom of the description? L

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Get the entire 10-part series on Ray Dalio in PDF. Save it to your desktop, read it on your tablet, or email to your colleagues

Video Segments: 0:00 Introduction 6:51 What is a Quant? 12:39 ‘The Quants’ book story 16:11 Quantitative investing has failed 18:37 What is Quant to us? 22:45 Risk managed 26:10 Different types of Quants? 29:35 Progression of Qaunt equity research 36:20 Using new strategies versus old 45:38 Beyond Quant equity value/momentum 54:33 Alternative Betas: Through Time 59:38 Start of Q&A 1:00:13 Have you changed your models in the last couple of years? 1:03:37 Do you think there negative consequences because of high frequency trading? Cliff Asness Books ??? (affiliate link) Short Selling The Quants: Interview Date: 25th October, 2013 Event: Trulaske College of Business Original Image Source:


Q2 2022 Hedge Fund Letters Database Now Live!

Hedge funds HFMQ2 2022 hedge fund letters database is now up. See what stocks top hedge funds are selling, what they are buying, what positions they are hiring for, what their investment process is, their returns and much more! This page is updated frequently, VERY FREQUENTLY, daily, or sometimes multiple times a day. As we get new Read More

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