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This Man Wrote the Playbook for How Billion-Dollar Funds Make Returns.
Ayrat Murtazin9 min read·Just now--
Most traders have never heard of Antti Ilmanen.
But you really should.
He spent a decade at Salomon Brothers, seven years as a senior portfolio manager at Brevan Howard, and now co-heads portfolio strategy at AQR Capital Management, a $187 billion quant fund.
He’s advised Norway’s $2.1 trillion sovereign wealth fund, the largest in the world, and the Government of Singapore Investment Corporation.
Along the way, he wrote a 979-page book called Expected Returns.
Cliff Asness, wrote the foreword, calling Antti “insane.”
Insane in a good way. Obsessed with markets.
That book has since become one of the most respected books ever written on understanding where returns actually come from.
It sits on the shelf of nearly every serious quant.
Yet almost nobody in the retail trading world talks about him.
Here are 6 lessons from his work that every trader should understand.
Most algo trading content gives you theory.
This gives you the code.
3 Python strategies. Fully backtested. Colab notebook included. Plus a free ebook with 5…
