Re:Hedge-fund managers that do the most research will post t...
by osrec on Thursday March 22, 2018 @02:37PM
(#16651347)
I understand he does, but our definitions are different. Firstly, they are not a buy-and-hold sort of fund. Their strategy is more momentum based, and in my experience, to be good at that you need a deep understanding of HFT in current market conditions. I'm not saying they're market makers, but I will say that they employ some sub-minute strategies - to me, that is high frequency (not super high frequency, but high frequency nonetheless).
Also, they seem to hire a fair few ex-HF guys in senior positions (e.g. https://nypost.com/2015/07/31/aqrs-head-of-trading-on-paid-l...)
> we are not high-frequency traders
https://www.aqr.com/Insights/Perspectives/High-Frequency-Der...