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.