The strategy receives an Average Process rating. AQR had long focused on using price-based trend-following strategies to construct this portfolio, but, at the end of 2018, the team introduced ...
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But you also need to take a second step beyond hard data and number crunching. The art of pricing requires you also to calculate how much human behavior impacts how we perceive price. Your pricing ...
Price discrepancies across markets are generally minute in size, so arbitrage strategies are practical only for investors with substantial assets to invest in a single trade—or many, many trades ...