量化巨头AQR采用AI制定投资决策 | 八阕 |
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AQR曾在2018到2020年经历量化寒冬,多种核心因子表现不佳,导致资产规模从高峰期的2260亿美元,一度缩水到2023年的980亿美元。不过,随着策略回暖,AQR的表现明显改善。
截至今年5月底,AQR旗下两大旗舰产品——多策略基金Apex和股票策略Delphi的年化净收益分别达到了19%和14.6%。
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