The more you rebalance, the higher the transaction costs. Since you cover factor investing professionally, can you identify a public factor fund...
Where do I ask for that? Read what I am asking for. Hint: Look for the question mark. Yes, there are real world factor ETFs, but very few with...
From the article which is the starting point of this debate: "AQR’s Absolute Return strategy — its oldest investment vehicle, which combines a...
That, again, is very easy to find: https://www.cornell-capital.com/blog/2020/02/medallion-fund-the-ultimate-counterexample.html The net asset...
Yes, that takes a few seconds: "Renaissance's flagship Medallion fund, which is run mostly for fund employees, is famous for the best track record...
I know exactly what Jim Simmons achieved. I know exactly what Stanley Druckenmiller achieved. I have no clue what Cliff Asness has achieved except...
No, but we would know whether Asness has outperformed or not.
Show me one factor fund. Just one that have achieved this outperformance in practice. I know Cliff Asness has become a billionaire based on these...
In other words, we cannot check the historical performance of the strategy?
"AQR’s Absolute Return strategy — its oldest investment vehicle, which combines a broad array of its investment approaches — returned 16.8 per...
Well, now ALT is up 100% measured after the annoucement of phase 2b data, so everyone could have joined in without the risk of the announcement.
https://www.marketwatch.com/story/altimmune-shares-pop-as-analysts-see-obesity-drug-partnership-potential-524ea4f4 I find it difficult to...
Latest. I can see I can change it manually in settings. I don't know why it changed.
It seems the font has gotten bigger and the background has changed from light grey to black. Other changes?
ALT only a few days ago traded close to net cash. Current market cap is USD 348 million. NVO market cap is USD 431 billion. It is Europe's...
Free advice: Look at every single AQR fund's excess return if you want to know how this works in the real world.
No
No you need to provide more margin.
250 days is nothing. I have profited from strategies lasting 15 years. I have tested hundreds of strategies working for at couple of years that...
So you pay USD 24,000 per year for 250 days of intraday stock data. Is there a data vendor with a longer history than 250 days and the ability...
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