how is the ship doing?
Aqr is a sinking ship
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REAL WORLD ™
NNT:
1/n
AQR issued 2 flawed reports saying tail risk hedging doesn't work (in theory), options are "expensive"
Yet they did not reveal that
1) Their OWN risk premia strategies lost money.
2) Their other public cra.p underperforms the MKT.
2/n (#AQR)
Meanwhile Universa hedged portf outperformed SP while AQR crap and RISK PARITY junk underperformed. I cannot believe that AQR will issue claims from hypotheticals.
Further they are mired in the probability distributions & metrics that have been amply debunked.
Insult to clients & the REAL WORLD -
has anyone been able to replicate B Kelly's papers yet?
Nope...
No either, I mean his tail risk paper, an OK story but didn't work at all.
The real question is whether anybody has ever been able to replicate any of his papers. I've beeing RAing for him and I've converted some of his codes into Python and I've seen crazy things going on
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has anyone been able to replicate B Kelly's papers yet?
Nope...
No either, I mean his tail risk paper, an OK story but didn't work at all.
The real question is whether anybody has ever been able to replicate any of his papers. I've beeing RAing for him and I've converted some of his codes into Python and I've seen crazy things going on
LIES!
You think you would risk revealing that his RA comes to say this online? Or you think he doesn't know his RAs? Lol
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has anyone been able to replicate B Kelly's papers yet?
Nope...
No either, I mean his tail risk paper, an OK story but didn't work at all.
The real question is whether anybody has ever been able to replicate any of his papers. I've beeing RAing for him and I've converted some of his codes into Python and I've seen crazy things going on
Yeah this is either false or written by the worlds most stupid poster