Cliff Asness Has Smashed His Computer Screen… Again

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Mark Melin
Published on

Cliff Asness has smashed his computer screen, again.

Q1 hedge fund letters, conference, scoops etc

2018 has been a challenging period for “Mr. Momentum” and his firm, AQR Capital Management. Nearly $25 billion has walked out the door since September, leaving the firm with just over $200 billion under management. AQR has also been reducing head count, most recently seeing the celebrated head of machine learning, Marcos Lopez de Prado, leave the firm after less than one year on the job.

 

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.