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全部话题 - 话题: aqr
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D********n
发帖数: 978
1
来自主题: Quant版 - a job offer from AQR
不过看了一下LZ的背景似乎是PhD + EB1的绿卡 + accounting的master.
这种牛人不是咱能学的了的。
l********e
发帖数: 220
2
来自主题: Quant版 - a job offer from AQR
phd + accouting master,很奇怪的组合阿
L******g
发帖数: 1371
3
来自主题: Quant版 - a job offer from AQR
牛人。
f********r
发帖数: 408
4
来自主题: Quant版 - a job offer from AQR
这你咋看出来的?
l*****y
发帖数: 56
5
来自主题: Quant版 - a job offer from AQR
恭喜恭喜!!
D********n
发帖数: 978
6
来自主题: Quant版 - a job offer from AQR
抱歉,不能告诉你。
j*****e
发帖数: 333
7
帮朋友问的,谢谢提供信息。这个公司工作环境和文化怎么样?
j*****e
发帖数: 333
8
都没人知道这个公司么?
f******x
发帖数: 98
9
very well known, one of the best,
j*****e
发帖数: 333
10
谢谢。它是hedge fund 还是 mutual fund?工作时间长么?
v**m
发帖数: 706
11
好公司。
a**i
发帖数: 608
12
我也看到这个,看来他们在美国总部也就50%,几百人。
与 DESHAW 人数相当的还有 CITADEL, BRIDGEWATER 等几家。
这种一般是除了核心的 HEDGE FUND 业务外,还开辟了点别的财路。
搜罗了一些 popular hedge fund  的员工人数,有些是道听途说,
不准确的地方请批评指正, 呵呵:
bridgewater 1000~1500
citadel 1000~1200
d.e.shaw ~1100
SAC 800~900
Renaissance ~300
Paulson 150~200
two sigma 250~500
AQR ~200
Winton 250~500
Och-Ziff 250~500
HBK 350~500
FX Concepts 50~80
HighBridge ~500
Brevan Howard 300~500
Moore 250~500
jane street ... 阅读全帖
l*******3
发帖数: 186
13
是research associate (strategist),这里有人 onsite过他家么?说说他们是怎么进
行的吧?难么?给点经验之谈吧,谢谢!
G******r
发帖数: 76
14
考古搜搜吧,前面有大牛拿到offer的
J*****n
发帖数: 4859
15
来自主题: Quant版 - 内部refer,7个job -- quant
AQR扩招的这么厉害啦?
P*****s
发帖数: 758
16
来自主题: Quant版 - 内部refer,7个job -- quant
怎么看出来是AQR了?
s******r
发帖数: 324
17
来自主题: Quant版 - WorldQuant portfolio manager面试
it's crazy to think worldquant want to do that. Quant trading is such a
brutal business now, even very hard for seasoned professionals to make money
, success rate of hire inexperienced trader is very very low. My personal
opinion is they are hired probably just to work on signals, not running a
book by themselves. For people have no experience running a book, it's much
better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
this regard.
s******r
发帖数: 324
18
来自主题: Quant版 - WorldQuant portfolio manager面试
it's crazy to think worldquant want to do that. Quant trading is such a
brutal business now, even very hard for seasoned professionals to make money
, success rate of hire inexperienced trader is very very low. My personal
opinion is they are hired probably just to work on signals, not running a
book by themselves. For people have no experience running a book, it's much
better to go work for place like Two Sigma,D.E.Shaw, even AQR is better is
this regard.
s***e
发帖数: 267
19
Princeton/Newport Partners by Ed Thorp (not existing now);
PDF by Peter Muller;
AQR by Cliff Asness;
Citadel by Ken Griffin;
m****s
发帖数: 7397
20
来自主题: Quant版 - AUM
Fund Regulatory Assets Net Assets
================================================================
Bridgewater Associates $121,007,400,554 $121,000,000,000*
Millennium Mgmt $119,000,070,000 $13,512,188,000
Citadel Advisors $115,208,973,792 $12,610,000,000
AQR Capital Mgmt $75,642,756,187 $43,500,000,000
D.E. Shaw & Co. $49,315,000,000 $16,500,000,000
Renaissance Technologies $48,980,049,045 $20,000,0... 阅读全帖
r**********8
发帖数: 4
21
来自主题: Quant版 - AQR capital
just got an offer, research developer. is it a good place to start with in
financial industry
v**m
发帖数: 706
22
来自主题: Quant版 - AQR capital
very good. Congrats!
r**********8
发帖数: 4
23
来自主题: Quant版 - AQR capital
also got an offer from Barcaps, quant developer in its equity trading group.
assuming compensation is equal, i am wondering if it is generally true to
prefer hedge funds over ibanks.
any information would be appreciated...
A**u
发帖数: 2458
24
来自主题: Quant版 - AQR capital
cong 大牛
s*u
发帖数: 73
25
来自主题: Quant版 - AQR capital
能简单透露一下你的背景吗,LZ?
c*******y
发帖数: 1630
26
来自主题: Quant版 - AQR capital
learning curves -> 0 if you are good at c++/java.
it's a pity so many HF using python, and only tower research
donated some small money on pypy development with numpy and py3k.

move
l***4
发帖数: 1788
27
来自主题: Quant版 - AQR capital
恭喜lz!并求面经和背景简介
w**********y
发帖数: 1691
28
来自主题: Quant版 - 学金融的这么惨?
For these who might be interested. Here is an interesting paper by Andrea
Frazzini from AQR and Yale: "buffett's alpha"
w**********y
发帖数: 1691
29
来自主题: Quant版 - 学金融的这么惨?
For these who might be interested. Here is an interesting paper by Andrea
Frazzini from AQR and Yale: "buffett's alpha"
m*****e
发帖数: 692
30
来自主题: Quant版 - Need help to download paper
请问有人有AQR的账号么,想下点paper苦于没有账号。。。谢谢!
s******r
发帖数: 324
31
显然小镇是greenwich, westport没有ferrari的dealership,bridgewater也不算是做
arb,AQR还靠谱点.
on
发帖数: 199
32
来自主题: Quant版 - 请教两个地方

好惊奇 没有 人 提 AQR, or BridgeWater。 这两个 差一个档次吗?
j*******y
发帖数: 105
33
来自主题: Quant版 - 请教两个地方
一直认为AQR不如PDT 和TwoSigma. PDT 一直是我的心仪 (http://www.bloomberg.com/news/2011-07-07/morgan-stanley-s-yoga-troubadour-crossword-math-pro-flees-with-20-returns.html )。
为什么没人提Teza? 这个应该是最好的HFT吧? 有人听说过GTS (Global Trading
Systems) 吗? 网上看pay的还不错,看到LinkedIn上一些人是ATD的 (Elidan also
formed by ATD guys). 不知GTS是否上的台面。
s******r
发帖数: 324
34
来自主题: Quant版 - 请教两个地方
AQR跟Two sigma, PDT完全不是一个level的,renaissance是毫无疑义的No.1, by far.
在quant fund方面,D.E.Shaw 和 Two sigma 应该差不多,各有优势的地方,PDT
slightly behind (不是说做的略差,而是历史上revenue少于Two sigma 和D.E.Shaw),
Citadel很多多少不是quant based,实际上quant部分还是做的不错的,但作为fund,it's
down 50% in 2008,是一个big black mark. HFT 方面, Getoco的问题是人太多,
revenue还是可以的,Teza最多算up and coming,revenue比起top HFT shop还是少很多,
不清楚今年的citadel HFT做的怎么样,其他好的有HRT,Tower,Jump,Quantlab,RGM.
Virtu应该也不错.
Bridgewater是个special case,以quant为主,但也有一些judgement,作为business应该
说非常成功,但junior p... 阅读全帖
n****3
发帖数: 6
35
来自主题: Quant版 - 请教两个地方
我来贴个这两年hedge fund ranking (AUM):
2011
Rank FIRM/LOCATION AUM
1 Man Group / London 69.0
2 Bridgewater Associates / Westport, CT 62.0
3 JPMorgan Asset Management / New York 45.5
4 Paulson & Co. / New York 36.0
5 Brevan Howard Asset Management / London 32.3
6 Och-Ziff Capital Management / New York 28.7
7 Soros Fund Management / New York 27.0
8 B... 阅读全帖
s******r
发帖数: 324
36
来自主题: Quant版 - Number of hedge funds in Greenwich?
很多做金融的本来就住在Greenwich,自己做fund的时候就找附近做office,除了
Greenwich,Stamford也有很多基金,大的有SAC,Chilton,greenwich的更多,AQR,
Ellington,ESL,Lone Pine,Tudor等等,估计数量比除了NY以外的其他美国城市都更多.
n****3
发帖数: 6
37
来自主题: Quant版 - Number of hedge funds in Greenwich?
Greenwich/Stamford差不多集中了美国最好的一些hedge funds,也让Greenwich成为美
国最富有的地区。像SAC, Tudor, AQR, Viking Global Advisor等一些老牌的hedge
funds, bridgewater在westport现在要把headquater放在Stamford, Stamford政府给了
他们很好的deal。还有像Ellington, Lone Pine,worldquant, QFS等中等规模的基金
。 不过Greenwich的那些fund很多都是global macro。
s******r
发帖数: 324
38
来自主题: Quant版 - 2012 Return
我来无聊一把,大的fund里面,Bridgewater,Brevan Howard今年return flatish,
Paulson是down的,JPM,Man,AQR都太多fund,说return没有意义,也许是Baupost.
C******n
发帖数: 9204
39
来自主题: Quant版 - BlackRock怎么样?
哦?BR的asset management不是很有名吗?那equity, FI AM最好的是谁?
我只知道blackstone有PE。HF的话citadel, AQR不好咩?
A***l
发帖数: 302
40
来自主题: Quant版 - 大家愿意做晚上的工作吗?
AQR?
R********n
发帖数: 519
41
来自主题: Quant版 - 大家愿意做晚上的工作吗?
这个~AQR Capital也是最top的几个HF之一
b**********y
发帖数: 326
42
Google AQR paper "Value and Momentum Everywhere". Not exactly the same model
, but will give you idea how this type of approach works.
G*********o
发帖数: 2045
43
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
站短联系,多谢!
★ 发自iPhone App: ChineseWeb 7.8
G*********o
发帖数: 2045
44
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
ding
G*********o
发帖数: 2045
45
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
一个都没有?
G*********o
发帖数: 2045
46
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
一个都没有?!
G*********o
发帖数: 2045
47
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
这样啊?和hedge fund差别在哪儿?

★ 发自iPhone App: ChineseWeb 7.8
v**m
发帖数: 706
48
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
自己google.
b********y
发帖数: 63
49
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
one thing for sure, much lower fees ....
G*********o
发帖数: 2045
50
来自主题: Quant版 - 版上有Aqr的嘛?问点事儿
对员工的影响呢?

★ 发自iPhone App: ChineseWeb 7.8
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