AQR Quants Gaze Into Crystal Ball, See ‘Soberingly Low’ Returns

[dealmaker]

AQR Quants Gaze Into Crystal Ball, See ‘Soberingly Low’ Returns(Bloomberg)
If the wizards atAQR Capital Management LLCare right, on the current trajectory the next few years will be a struggle for investors seeking the kind of returns they enjoyed in the “rosier past.” The $196 billion quantitative hedge fund this week updated its assumptions for major asset classes, and at first glance the outlook has brightened somewhat.

 

[dealmaker]

AQR: Returns Are Gonna Suck For The Next Decade, Unless We Are Wrong, In Which Case They Are Gonna Really, Really Suck(DealBreaker)
Last year, the whiz-kids at AQR Capital Management ran their new streams of big data and everything else through the As-Bot and got an unpleasant surprise: Nothing was gonna return even 5% over the next five to 10 years. For masochism or science or whatever, they decided to do it again this year. And while stocks outside of the U.S. broke the 5% barrier, it wasn’t exactly something to celebrate, least of all for AQR.

 

[ironchef]

Do I need high power quants to tell me the market just cannot keep going straight up for the next decade?