AQR Capital Management
AQR Capital Management is a leading global investment management firm recognized for its quantitative, research-driven approach at the intersection of economics, behavioral finance, data, and technology. Founded in 1998, AQR applies systematic, academic, and data-intensive methods to invest across multiple asset classes, including equities, fixed income, commodities, and alternative strategies. The firm is widely known for its expertise in factor investing, diversification, and innovations in alternative and tax-efficient portfolio solutions, making it a trusted partner for sophisticated investors. AQR serves institutional investors, financial advisors, and sovereign wealth funds worldwide, with a global presence spanning Bangalore, London, Hong Kong, Sydney, Munich, and beyond, reinforcing its reputation as a premier global asset manager.
Associated People
1998 - present
1998 - present
1998 - present
2018 - 2020
2007 - 2017
Founded in 1998 by former Goldman Sachs quants—Cliff Asness, David Kabiller, John Liew, and Robert Krail—AQR Capital Management is a leading global investment management firm renowned for its quantitative, research-driven approach.
The firm offers a wide range of investment solutions across asset classes, including equities, fixed income, commodities, and alternatives.
AQR was among the first to popularize risk parity and managed futures strategies, setting itself apart as an innovator in systematic investing.
Its clients include some of the largest and most sophisticated investors in the world, from pension funds to sovereign wealth funds.
CORE INVESTMENT STRATEGIES
Diversified Growth Strategies
Blend exposure to market risks, alternative risk premia, and alpha, reducing reliance on traditional assets.
Long-Short Equity
Leverage systematic stock selection to capture opportunities in both rising and declining markets.
Multi-Asset & Multi-Strategy Solutions
Deliver diversification across asset classes and alternative strategies within a single mandate.
Pioneer in risk parity and managed futures, providing investors with uncorrelated sources of return.
Tax-Aware Investing
Tailored for U.S. taxable investors, combining alternative strategies with tax-efficient implementation.
ESG Integration
Incorporate environmental, social, and governance principles into portfolio construction and ownership decisions.
Systematic Equities & Factor Investing
Focus on value, momentum, defensive/quality, and carry factors, applied across equities, bonds, currencies, and commodities.