AQR Capital Management, every mention
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tap a year for its mentions
every year anyone Ted Seides 19Kip McDaniel 6Cliff Asness 5Patrick O'Shaughnessy 4Adam Blitz 4Larry Siegel 2Jennifer Prosek 2Gregory Zuckerman 2Leigh Drogen 1Jon Wertheim 1
Verbatim, from the transcripts: the passages where AQR Capital Management comes up
Jase Auby - Risk, Size, and Talent at Texas Teachers (EP.404)
Cliff Asness - Simple Investing is Hard (EP.385)
- ▶ 4:25 Ted Seides My guest on today's show is Cliff Asness, the founder and chief investment officer at AQR, an investment management firm at the intersection of financial theory and practice that oversees a hundred billion dollars in assets. 3 times in the scene
- ▶ 10:10 Ted Seides Led to AQR.
- ▶ 22:23 Ted Seides You've gone through two significant periods of AQR of that tough time. 3 times in the scene
- ▶ 31:31 Cliff Asness Maybe the biggest improvement I've seen at AQR, and I'm going to get in trouble because I love all my AQR children, you're not allowed to have favorite children. 3 times in the scene
- ▶ 1:05:31 Ted Seides So now that you've come out of this trough, as you look out on AQR over the next couple of years for the business and the research you're involved in, what's exciting you the most?
- ▶ 1:08:08 Cliff Asness Even at AQR, I think what people will tell you I'm kind of a softie on a lot of things. 2 times in the scene
Ashvin Chhabra – The Aspirational Investor (Capital Allocators, EP.260)
- ▶ 51:43 Ashvin Chhabra I think AQR or somebody did some work on it, which is like 1.6 or something like that.
Leigh Drogen – Quantamental Approach to Crypto at Starkiller Capital (Manager Meeting, EP.32)
- ▶ 57:53 Leigh Drogen Fastness, honestly, he's, he's definitely, I think for a lot of people, my professional hero with the way that he operates, the intellectual consistency, and we try and pattern ourselves off of some mix of AQR and Tiger Global, and I think…
Carrie Thome – Nothing Ventured, Nothing Gained at WARF and beyond (Capital Allocators, EP.160)
- ▶ 31:25 Carrie Thome We had AQR in there for the longest time.
Laurence Siegel – Current Myths and Long-Term Optimism (Capital Allocators, EP.137)
- ▶ 27:01 Larry Siegel Brian Kelly, who is at Yale and AQR, used to be at the University of Chicago, gave a great talk on this when he spoke at the Q Group, which is a discussion group for investment executives, particularly quantitative executives. 2 times in the scene
Dan Rasmussen – Private Equity Risk and Public Equity Opportunity at Verdad Advisers (First Meeting, EP.15)
- ▶ 47:16 Dan Rasmussen One, stuff we're trading is so illiquid that even if the guys at AQR or DFA read it, what are they going to do?
Ted Seides – A Rational Reminder (Capital Allocators, EP.121)
- ▶ 14:16 Ted Seides So, so take a firm like AQR, which was probably the first to sort of mass proliferate different types of products. 2 times in the scene
Gregory Zuckerman – Decoding Renaissance Medallion (Capital Allocators, EP.119)
- ▶ 37:54 Gregory Zuckerman So things like AQR, they're just so different from what Renaissance does. 2 times in the scene
Kip McDaniel – How to Get an Allocator's Attention (Capital Allocators, EP.115)
- ▶ 16:49 Kip McDaniel You think of what AQR does, right?
- ▶ 37:27 Kip McDaniel But AQR puts out a bunch of great research, and so the PR people are often the middleman saying, hey, AQR is this wonderful piece of research. 2 times in the scene
- ▶ 43:24 Kip McDaniel So if we're writing a story on AQR says factors suck, they would never say that, but that would be our title online. 2 times in the scene
Drew Dickson – Blending Behavior and Fundamentals at Albert Bridge Capital (First Meeting, EP.13)
- ▶ 52:30 Drew Dickson This is flies in the face of single factor CAPM, and that's what the guys at AQR call it.
Jon Wertheim – Sports and… (Capital Allocators, EP. 102)
- ▶ 29:58 Jon Wertheim Toby Moskowitz, who's a childhood friend of mine, now at Yale, and also at AQR Hedge Fund, and Greenwich was my, uh, co-author on scorecasting, and Your Brain on Sports was written by Sam Summers, another, another great guy from the…
Patrick O'Shaughnessy – O'Shaughnessy Asset Management (First Meeting, EP.01)
- ▶ 22:56 Ted Seides You know, I'm thinking like a Renaissance or AQR that come to mind that are just much bigger than OSAM. 2 times in the scene
Jen Prosek – Branding an Asset Management Firm (Capital Allocators, EP.81)
- ▶ 27:01 Ted Seides The examples you use, you tend to have, uh, in a Bogle and even a Larry Fink, you have a spokesman, AQR, probably a great example of Cliff Assis, right? 3 times in the scene
- ▶ 30:51 Jennifer Prosek If you look at the landscape, AQR being an example, they just made their head of marketing a partner, which shows you how seriously they're taking marketing, right? 2 times in the scene
Andrew Tsai – Catching a Theme on the Chalkstream (EP.73)
- ▶ 16:42 Ted Seides So if you look back, AQR started at around the same time and similarly had a pretty rough start for the same reasons.
Deep Dive into Hedge Funds (Capital Allocators, EP.34)
- ▶ 33:09 Ted Seides You have firms like AQR who have made it a business to try to educate investors and show them the components of a hedge fund and then give them a cheaper alternative to get access to some of those components.
Kip McDaniel – CIO Whisperer (Capital Allocators, EP.20)
- ▶ 57:06 Kip McDaniel AQR, great client service.
Adam Blitz – Inside Hedge Fund Allocation (Capital Allocators, EP.17)
- ▶ 4:33 Ted Seides And served as head trader at AQR.
- ▶ 6:49 Adam Blitz Uh, out of college, um, and at that point, most people went into, uh, sales and trading, investment banking, so I kind of snuck into asset management, which wasn't very popular at the time, and, uh, you know, was fortunate within a few… 2 times in the scene
- ▶ 31:58 Adam Blitz And, you know, when I was at AQR, one of the things
- ▶ 1:01:38 Adam Blitz I mean, I can't tell you, uh, you know, like the AQR people as an example.
The Bet with Buffett (Capital Allocators, EP.05)
- ▶ 32:39 Patrick O'Shaughnessy So there is a popular trend that it probably started with this paper called Buffett's Alpha, which was distillation of a couple guys from AQR. 2 times in the scene
- ▶ 37:14 Patrick O'Shaughnessy And I've even heard AQR described as the vanguard for alternative strategies, that they're, they're basically distilling down the exposures that have led to the success of different categories and offering it for cheaper. 2 times in the scene
- ▶ 45:52 Ted Seides The more that we put, or AQR puts, hey, we've got a benchmark for that particular strategy, therefore there's no alpha, there's no, there's no added value.