You Can’t Always Trend When You Want

Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder and Erik Stamelos
The Journal of Portfolio Management March 2020, 46 (4) 52-68; DOI: https://doi.org/10.3905/jpm.2020.1.133

Article Information

vol. 46 no. 4 52-68
DOI 
https://doi.org/10.3905/jpm.2020.1.133
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online February 28, 2020.

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Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Abhilash Babu
    1. is a vice president at AQR Capital Management in Greenwich, CT. (abhilash.babu{at}aqr.com)
  2. Brendan Hoffman
    1. is a managing director at AQR Capital Management in Greenwich, CT. (brendan.hoffman{at}aqr.com)
  3. Ari Levine
    1. is a principal at AQR Capital Management in Greenwich, CT. (ari.levine{at}aqr.com)
  4. Yao Hua Ooi
    1. is a principal at AQR Capital Management in Greenwich, CT. (yao.ooi{at}aqr.com)
  5. Sarah Schroeder
    1. is a vice president at AQR Capital Management in Greenwich, CT. (sarah.schroeder{at}aqr.com)
  6. Erik Stamelos
    1. is a managing director at AQR Capital Management in Greenwich, CT. (erik.stamelos{at}aqr.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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You Can’t Always Trend When You Want
Abhilash Babu, Brendan Hoffman, Ari Levine, Yao Hua Ooi, Sarah Schroeder, Erik Stamelos
The Journal of Portfolio Management Feb 2020, 46 (4) 52-68; DOI: 10.3905/jpm.2020.1.133
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