Henri

“The more I learn, the more I realize how much I don't know.”
― Albert Einstein

[Henri @HPierre_]

@business @TheStalwart @tracyalloway He has a long history of crying wolf.

How about that.

[WALL ST JESUS @WallStJesus]

$SMH

[Engineer Investor @egr_investor]

Every systematic investor eventually faces the question: to AQR, or not to AQR?

When are Vanguard, Avantis, or DFA no longer enough to meet your objectives?

A framework for when added cost and complexity might earn its way in: https://t.co/OtO0ARzwQz

[Henri @HPierre_]

@jd_durkin @ChrisJVersace what is the ETF ticker for this?

[Green Lark @the_green_lark]

AQR factors vs Fama-French factors:

The Quality and especially the Low-risk constructions yield a great boost in Sharpe.

For the Momentum factors there's no big difference and Devil's Value underperforms bare value.

But AQR's Momentum and Value factors are designed as a combo with higher anti-correlation, and viewed as a combo they have outperformed nicely.

[WALL ST JESUS @WallStJesus]

UBS on $MTUM ..

[Henri @HPierre_]

@spotgamma

[Henri @HPierre_]

@charliebilello

[Henri @HPierre_]

@business @flacqua

[Henri @HPierre_]

@Evan_ss6 This ex Bridgewater macro bagholder is insufferable.

[Henri @HPierre_]

@SquawkCNBC

[Henri @HPierre_]

@adamtaggart

[Henri @HPierre_]

@excessreturnpod

[Henri @HPierre_]

@mihaljevic @ChrisBloomstran Per Grok, Semper funds have shown strong outperformance in 2000–2002 and 2008–2011 bear/recovery phases; but lagged during bull markets dominated by growth stocks.

[Henri @HPierre_]

@FurkanGozukara @AnthropicAI

[Henri @HPierre_]

@iV_trader

[Henri @HPierre_]

@thoughtfulmoney

[Henri @HPierre_]

@BloombergTV

[Henri @HPierre_]

@TimmerFidelity https://t.co/2AfVaV4BRR

[Tyler Lovingood, CMT @Tyler_Lovingood]

Managed futures funds:

X-axis: AUM
Y-axis: YTD Return

No insight.. just was curious