Cliff Asness: A Brief and Biased Survey of Quantitative Investing

A Brief and Biased Survey of Quantitative Investing
Cliff Asness
Founder of AQR Capital

[@scottab140]

"Statisticians dream about how to sample test. We believe that it will lead to nice cars, nice houses, and nice significant others."

[@HA-vm9ph]

Out-of-sample

[@francoislucas3671]

Thanks for sharing this great video of Cliff Asness!

[@mohammed-amin]

Over the last few years I have read a number of books on quantitative investing which I found very convincing. My investment style has definitely shifted that way, and about 15% of my portfolio is now run quantitatively. That proportion is likely to steadily rise as time passes. If you don't want to read books, this video is a good introduction to the subject in only 70 minutes.

[@ashtrayy6969]

any recos?

[@WarriorStatue]

Great talk! Curiously enough I discovered Cliff and AQR reading the very same book he mentions and which he dislikes.

[@Frostbiker]

The lecture starts at 4:29

[@peterbradshaw8018]

I am reading the book right now. LCTM is one instance of a quant fund that nearly blew up the world.

[@afihaileywibowo1095]

I really want to meet Cliff Asness and have a long chat with him. He sounds like a fun, down-to-earth guy who isn't afraid of making fun of himself. That's humility right there. And super intelligent too. There, I put it out to the Universe. ✨️🙏😊I hope one day it will come true.

[@scottphillips8117]

Cliff just seems like an awesome guy

[@DefWorlds]

Hi Joan!

[@julieta203]

I actually went for my phone to turn it off.

[@agamav]

33:48 You never make sure

[@anthonyrobinson5532]

Quants are suffering right now because of the increased volatility from retail “investors” hopefully they are able to adapt soon.

[@sleepless2541]

26:09

[@key2er]

This was posted in 2013, today is Aug 2016, it has only 10,545 views. Somewhere at 55 mins he looks straight at the camera and says 'the cats out of the bag'. That is an hour of insight from a teacher who just left the keys to a Ferrari and said take it and drive it, its yours , and only 10,545 folks in 3 years actually entered a room with the keys to a thousand Ferrari's. Because the rest of the world is busy watching Katy Perry video's.

[@stemikger]

Cliff is an alternative guy, how is that going to make us rich. Alternatives haven't even beaten the S&P. I understand their role in risk, but not about getting rich. If you want to built up wealth slow and steady, listen to John Bogle.

[@scottappleton9259]

Good

[@tembofly]

Update. 01-22-2019 --> 22,478 views. Since posting, this is now getting 9.86 views per day, up from the 7.59 per day from posting until Mid-August 2016. It's catching fire.... lol.

[@SF-fb6lv]

Dr. Asness, not Mr. Asness...

[@vladav313]

. the lady doing the introduction - no one cares what you have to say, these 'formal introductions' are lame beyond belief. It's 2019.