AQR – The Science of Investment – Modelling the markets

October 5, 2019October 8, 2019

Factor investing : Factors prove fundamental to bond investment

Research is indicating factors are the driver for bond fund manager outperformance, even outside of factor investing mandates. By Lynn Strongin Dodds

Continue reading “Factor investing : Factors prove fundamental to bond investment”

October 5, 2019October 5, 2019

Quant investing : Have quants really underperformed?

Headlines knocking the quantitative investment industry have not told the whole truth, writes Gill Wadsworth.

‘Crappy’; this is the term quant manager AQR’s chief executive Cliff Asness used to describe his time investing in quants at the back end of 2018 and into early 2019. Continue reading “Quant investing : Have quants really underperformed?”