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AQR Capital Management is among the pioneers of quantitative hedge funds. As such, you’ll not be surprised to learn that it has an exceedingly complex and multidimensional system for choosing the investments that are losing it money hand over fist.

"In many of our strategies we pursue a multifactor investment approach, which means we select investments based on multiple factors, one of which is value. Notably, multifactor stock selection has seen a challenging environment, with the value factor as the primarily culprit for underperformance," the email said.

Down market slamming AQR but firm keeps faith in future [P&I]



Layoffs Watch ’20: AQR Capital Management

Dozens of miserable Cliff Asness underlings are celebrating their involuntary emancipation.


AQR Managed Futures Hedge Fund Has A Superpower

Unfortunately, that superpower is shrinking.


AQR: Returns Are Gonna Suck For The Next Decade, Unless We Are Wrong, In Which Case They Are Gonna Really, Really Suck

Cliff Asness & co. have crunched the numbers, and they’re the equivalent of several million gallons of cold water to the face and coffee at the same time.


I Wouldn’t Want To Be Around Cliff Asness Right Now

On the other hand, cheese and grilled goat with Mark Spitznagel sounds like fun.

By Claygate at en.wikipedia [Public domain], from Wikimedia Commons

Yacht-Owners Think More People Likely To Become Mobile Home-Owners

Dan Loeb is probably not going RVing, but he and Izzy Englander would really appreciate it if you did.

Third Point LLC

Dan Loeb Is Popping Bubbles And Loving It

But not as much as Lee Ainslie is loving the great comeback stories of our time.