themes

Systematic Investing

Systematic investing requires a rigorous, clear and consistent process for making investment decisions. Here,we delve into how this approach works in practice—and more importantly, why?

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Macro Wrap-Up

The AQR Macro Wrap-Up is a biweekly summary distributed to clients focusing on macroeconomic themes. This piece looks at current events and how they affect market movements and reactions.

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Portfolio Construction

Diversification. Craftsmanship. What goes into building an effective portfolio? We’ve rounded up our best thinking on the topic.

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CHIEF INVESTMENT QUARTERLY
Chief Investment Quarterly

The CIQ newsletter focuses on a wide array of themes such as retirement policy, macroeconomic insights, and investment ideas for this community.

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Cliff's Perspectives

Factor/Style Investing  

There Is No Size Effect: Daily Edition

We have written several pieces on the famous small-firm or size effect, the two most important being our study of the interaction of size and quality and a fairly comprehensive survey of all things size. This note focuses on daily instead of the longer-horizon data studied in these other papers and, while not changing the overall story, this leads to a powerful illustration of what’s going on in small stocks.

Cliff Asness, AQR

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data Sets

Simulated returns from published articles (or working papers) by researchers associated with AQR, and returns from the AQR Momentum Indexes.

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Learning Center

Systematic Equities Investing

Rigorous, transparent and repeatable. We explain how and why a scientific approach to equity investing works, and delve deeper into several techniques.

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Risk Management

The risk management function in asset management is central to the investment process. We outline the framework of an enterprise risk management system and explain how it should fit in the business.

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Tax-Aware Investing

A tax-aware investment approach can help taxable investors achieve their financial goals. Here we explain what tax-aware investing strategies are and how they may fit into an investor’s portfolio.

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All Insights

Macroeconomics

Dollar Signs

Macroeconomics

Dollar Signs

Factor/Style Investing

There Is No Size Effect: Daily Edition

Macroeconomics

Test with Beth

Macroeconomics

Testing FAIT

Tax Aware

Integration of Income and Estate Tax Planning

Alternative Investing

Time Series Momentum: Factors, Monthly

Factor/Style Investing

AQR Momentum Indices, Monthly

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