Quant’s winter tail

Discussion in 'Automated Trading' started by qlai, Dec 16, 2023.

  1. qlai

    qlai

  2. newwurldmn

    newwurldmn

    Thanks. That was an interesting read.
     
    qlai likes this.
  3. qlai likes this.
  4. Quanto

    Quanto

    TLDR, just skimmed over: nothing of value in this extra long useless advertisement article.
     
    SimpleMeLike likes this.
  5. Unless you've been around the industry for long-enough time to understand the ins and outs of factor investing (and skimming through your profile I know you haven't lol), it's actually a pretty good overview of many things a modern equity trader/investor should know. If you skimmed over, I recommend you go back and actually read it :)
     
  6. Zwaen

    Zwaen

    Interesting piece and fun to read. I think 98% on the forum here should print out paragraph 15 and hang it above their laptop...

    I'm surprised machine learning is named, because in my experience the models - in general - used are quite old (probably naive by me). They exist for a long time.
     
    Last edited: Dec 16, 2023
    vanzandt likes this.
  7. Hello qlai,

    I have never met or read about a rich quant trader in my entire life and I never real.

    I skim the article and it does not tell anyone how to get rich within one year. The article just talks about complicated stuff. Easier to just click the buy and sell button alot of times a day then to be a quant trader, far too much work.

    Full Disclaimer : I am currently a Winning Money Maker of about $15,000 on the fiscal year of 2023. I made the $15,000 the past 14 days. I am an ES Futures Master Money Maker. I make money in the ES futures market every single day. I am not a Trader, just a Money Maker of the ES Futures Market. Being a trader is too complicated and far too much work. I use to a be a Loser of the ES futures market when I was a Trader. In about 3 months, the ES futures market will promote me to ES Futures Market - The Holy Grail Money Maker King.
     
  8. "AQR’s Absolute Return strategy — its oldest investment vehicle, which combines a broad array of its investment approaches — returned 16.8 per cent in 2021, and in 2022 it notched up a net gain of 43.5 per cent, its best performance since its inception in 1998. So far this year it is up 19.4 per cent, beating the likes of Citadel, Millennium and DE Shaw."

    Where do you find the historical returns of this investment vehicle? What is the ticker. Can I look it up on Bloomberg?
     
  9. newwurldmn

    newwurldmn

    supposedly there are high end services that have this. Or the firms provide the info.

    bbg has some hf returns but they tend to be the small / incubating type funds. To access them you have to fill out an accredited investor form.
     
  10. In other words, we cannot check the historical performance of the strategy?
     
    #10     Dec 17, 2023
    murray t turtle likes this.