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Infinite Loops

Jan 12, 2023

Cliff Asness is the Founder, Managing Principal and Chief Investment Officer at AQR Capital Management. Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman, Sachs & Co.

Cliff joins the show to discuss FTX, AMC , why hedge funds aren’t hedging, the role of index funds and a whole lot more.

Important Links:

Show Notes:

  • Cliff’s take on FTX and crypto
  • The AMC saga
  • HODL and the MOASS
  • Finding the right media format for substantive investment conversations
  • Thoughts on the value spread
  • “We don’t want a world where markets are perfect”
  • Hedge funds aren’t hedging
  • The role of index funds
  • Never override a model
  • “Study statistics and stick to your principles”

Books Mentioned:

  • What Works on Wall Street: A Guide to the Best-Performing Investment Strategies of All Time; by Jim O’Shaughnessy