I often hear Citadel referred to as a quant fund which is not strictly accurate (lots of discretionary traders) but not completely inaccurate (lots of quant all over the place, eg to hedge factors in their long/short book or in the central risk book).
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lol yes. on a serious note though these guys are almost never automated.
AQR not automated? I don’t have any special information but I find that hard to believe!
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Yes I mean automated in the sense that signal generation and execution is fully automated with no or very little human interference.
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I'm pretty sure they are fully 'automatic' through trade list generation, but execution takes some human touch.
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I worked on a copycat ARP fund in about 2015 (because of course). AQR execution in equities was consistently better than what we could achieve
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Do you chalk that up to trading execution, better factors/portfolio construction, or both?
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