So claimed Rabbi Avigdor Miller (see page 497 of “Rav Avigdor Miller – His Life And His Revolution”, by Rabbi Yaakov Y. Hamburger). Wikipedia mentions many other speculations. Emperors often bore the same name… And did Marcus Aurelius ever convert to Judaism? If ever an emperor converted to Judaism, his name would probably not be mentioned. I wouldn’t trust their historians overmuch, anyway.
(He did persecute Cursedians, but probably because they were still viewed as Jews.)
Rabbi Miller mentions Marcus Aurelius’ “Meditations” includes some Jewish ideas. Myself, I always thought that was because of strange and beautiful Stoicism, period (אכמ”ל).