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Microsoft Word - DemystifyingMF_20130410.docx
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Document Date: 2013-06-05 03:08:10

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File Size: 370,39 KB

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Company

AQR Capital Management LLC / S&P / /

Currency

pence / USD / /

Facility

Building Diversified TSMOM Strategies Next / New York University / /

IndustryTerm

bank behavior / oil price / data mining / airline / oil futures / /

MarketIndex

Barclays US Aggregate Government Bond / CTA / MSCI World / /

Organization

New York University / Copenhagen Business School / /

Person

Ari Levine / Yao Hua Ooi / Lasse Heje Pedersen / Hua Ooi / Cliff Asness / John Liew / Vineet Patil / Brian Hurst / Antti Ilmanen / Richard Donchian / /

Position

representative / commodity trading advisor / funds and commodity trading advisors / manager returns / /

Technology

alpha / data mining / /

URL

http /

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