号称华尔街“量化投资教父”的克里夫•阿斯内斯所面临的“寒冬”还没有完全过去。
旗下的一只旗舰共同基金最高规模120亿美元，目前仅15亿美元。与2017年末的巅峰相比，回报不佳只是规模缩水的一个原因，对疲乏的业绩失望的投资者选择赎回，是近4年资金出走的主因。
这只名为AQR管理期货策略的产品主要以量化策略来投资期货产品，是全球趋势跟踪领域最著名的基金之一。这些基金使用算法，试图识别并锁定全球...
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