克里夫·阿斯内斯量化天才重振雄风（Cliff Asnes quantifying genius and restoring talent）.docVIP

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克里夫·阿斯内斯量化天才重振雄风（Cliff Asnes quantifying genius and restoring talent）.doc

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克里夫·阿斯内斯量化天才重振雄风（Cliff Asnes quantifying genius and restoring talent）

克里夫·阿斯内斯量化天才重振雄风（Cliff Asnes quantifying genius and restoring talent） Cliff Asnes: quantifying genius and restoring talent October 16, 2010 01:47 source: first financial daily comment Author: Wang Leiyan (0) 0 mobile phone access to the financial crisis, AQRs flagship, absolute return funds fell more than 50%, the company asset management scale from the September 2007 peak of $39 billion 100 million fell to $17 billion 200 million in March 2009. Through a series of proactive measures to improve trading strategies, the fund achieved a positive return of 38% in 2009, and rose by about 10% in the first 9 months of this year In a very long period of time, the former Goldman prodigy Cliff Asnes (Clifford Asness) to quantify the AQR capital management company (AQR Capital Management) is considered to be one of the most prominent Wall Street quantitative hedge funds, but in 2007 and 2008, it suffered heavy losses, the management of assets has shrunk by more than half. Steel tycoon abandoned steel forced private enterprises to exit from domestic trouble and foreign invasion of new regulations inhibit the Ministry of housing rent China October holdings of U.S. debt of $23 billion 300 million the Ministry of Commerce: the real estate is not equal to the absorption of foreign hot money India will sign the $16 billion contract the mint enterprises large-scale recruitment of only the super rich could afford to eat food (Figure) Chen Zhiwu: let the goods zero profit pricing is ridiculous however, since last year, Aas Ness once again by the beautiful report told investors: the model is not a panacea, but the model will not because of a crisis to die. The model is not dead AQR, a quantitative hedge fund co founded by Aas Ness and partners in 1998, uses algorithms and computer models to find the markets temporary inefficiencies and profit from them. As early as 1996, the model brought in a 140% profit for Goldmans global Alfa Alpha Fund (Global). Since then, this investment strategy