aqr.comCrawled Oct 29, 2026
Each data set is associated with a specific paper. Users can view and download all related return series at once, or select a subset of series as an excel file.
The page updates data for the paper *Commodities for the Long Run*, analyzing futures prices since 1877.
The page details momentum-based methodologies for U.S. and international stock markets, including index data.
AQR integrates ESG data into strategies where empirical evidence supports risk management or return enhancement.
Many investors look to alternative strategies to help diversify and complement traditional portfolios. An alternative allocation can help investor portfolios achieve more consistent long-term performance.
The page shares opinion pieces on topics ranging from quantitative finance to baseball statistics.
Machine Learning is the integration of two historically distinct disciplines: statistics and computer science. Its success lies in the ability to process enormous amounts of data, train statistical models on that data, and then apply those statistical models to make forecasts.
The award honors exceptional academic papers that offer original, intelligent approaches to issues in the investment world.
The AQR Insight Award recognizes important, unpublished papers that provide the most significant, new practical insights for tax-exempt institutional or taxable investor portfolios.
2013 HONORABLE MENTION Bruce I. Carlin, Ph.D., Francis A. Longstaff, Ph.D., and Kyle Matoba
The page lists press features for the research paper *Investing Amid Low Expected Returns*.
AQR employs high-caliber professionals with academic backgrounds, fostering collaboration and research-driven work.
The 10-week summer program offers hands-on experience in systematic investing alongside AQR professionals.
John Huss is a Principal and portfolio manager at AQR Capital Management, overseeing global stock selection research and portfolio management.
Michele Aghassi is a Principal at AQR Capital Management and portfolio manager for equity strategies, leading sustainable investing research and portfolio management.
Rocky Bryant is Managing Principal at AQR Arbitrage, overseeing portfolio management and research initiatives in arbitrage and corporate event strategies.
The page highlights AQR’s commitment to education, including publishing research and thought leadership to support informed investment decisions.
The page promotes AQR’s diversifying investment strategies.
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AQR publishes posts on social media platforms for educational and promotional purposes.