Cliff Asness on Quant Value Investing
Masters in Business
The CTA Industry Trend Following
Last year was a blowout year for trend following and even the more general macro investing that considers relative value. Trend following has always, I think, forever. People are looking for both. It's not free. You can create a higher risk-adjusted return if you don't want to hedge giant draw down to equity market. But this combination has always been a nice addition of portfolios and attractive to people.
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