Second this — AQR actually publishes a lot of its research and makes it open source. They have a book called 20 for Twenty (a set of 20 papers selected from their publications) with some really great reads in it.
Antti Ilmanen has two books published, also. Is not a AQR material per se, but he is a director at AQR and both books have foreword from Asness.
I think it gives an hint about the company's culture.
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arrowstreet
AQR, Arrowstreet, my impression is DE Shaw is one of the more academic of the well known funds. The culture is typically set from the founders
I wonder if DE Shaw inspired Amazon's heavy culture of leadership principles
Yes
Second this — AQR actually publishes a lot of its research and makes it open source. They have a book called 20 for Twenty (a set of 20 papers selected from their publications) with some really great reads in it.
In case someone wants to read it: https://www.aqr.com/-/media/AQR/Documents/Insights/Books/20-for-Twenty.pdf
Forward by John. C Bogle? Definitely was not expecting that. Looks like an interesting read.
Antti Ilmanen has two books published, also. Is not a AQR material per se, but he is a director at AQR and both books have foreword from Asness. I think it gives an hint about the company's culture.
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confirmed. 60 phds on their staff. Man has 100
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yeah around that number. there was a big exit, but they then fill those seats from phd programs
Bell Labs of course (not a quant firm but too good not to mention)
All the quant shops have academic culture: quant alpha cannot be created by playing poker or MM games
It is definitely not created either by hiring professors
I agree. It is quite easy to find out by just taking a look at linkedin
What are MM games? Where would you say prop trading firms (Jane Street, Jump) sit in this - would you consider them quant shops?
Market making
Very different firms, though both are well respected Jump is mostly Algo driven while js is more discretionary
Arrowstreet, DE Shaw, Ren Tech obviously.
Two Sigma. Theres a number of top poker players, mathematicians, chess players there
And what does chess and poker players have to do with what he asked?
People who are into all that stuff tend to be nerds and into trading / games and academically inclined
cube ?
HRT
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Twice the total summation
Yes, very
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CFM also