AQR

In Cliff Asness’ latest missive, a fictional asset allocator from the future looks back on the decade to 2035 to figure out which assets helped their performance and which hurt it.

AQR co-founder and CIO Cliff Asness talks to ISN about how social media might be making markets less efficient, the cloak and dagger world of alternative data, and why using machine learning means having to “let go of some things you cherish”.

Blame the unicorn-hunters. Or luck. Just don’t point the finger at central bankers for the recent value-v-growth stock performance trends, according to quantitative investment legend, Cliff Asness.