Top Traders Unplugged Interview With Yao Huai-Oi

Alan Don and I are joined by Yao Huai-Oi, co-head of Macro Strategies at AQR as part of our mini-series focusing on the one investment strategy that beat everything else in 2022. The topic we're going to be talking about today is something that you've co-written with Cliff Astner so we can't wait to dig into all of that. We have been running trend following strategies on a standalone basis since 2008 or so. So that's coming up to about 15 years. It forms an important part of our overall business. AQR manages about $100 billion. Roughly, about a little over half of that is in more traditional long only equity portfolios

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