In this episode, our hosts invite three guests to explore the past, present and future of quantitative, or data-driven, investing. AQR co-founder John Liew takes listeners back to the early days of quant, when it was still emerging from academic circles, most notably from Professors Eugene Fama and Kenneth French. AQR’s former Chief Technology Officer Neal Pawar talks about how technology has evolved over the past quarter century to enable the rise of quants. And Bryan Kelly, a professor of finance at the Yale School of Management and Head of Machine Learning at AQR, explains how tools like machine learning and big data are playing an increasingly important role in quantitative investing.
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