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
ABOUT AQR CAPITAL MANAGEMENT
Founded in 1998 by former Goldman Sachs quantitative researchers Cliff Asness, David Kabiller, John Liew, and Robert Krail, AQR Capital Management is a leading global investment management firm known for its rigorous, research-driven approach to systematic investing.
The firm delivers a broad range of investment solutions across equities, fixed income, commodities, and alternative asset classes, serving institutional and sophisticated investors worldwide.
AQR was among the early pioneers of risk parity and managed futures strategies, helping to shape modern quantitative and factor-based investing.
Today, the firm is widely recognized for applying academic research to real-world portfolio construction, risk management, and long-term capital allocation.
AQR’s global client base includes pension funds, sovereign wealth funds, endowments, foundations, insurance companies, and other large institutional investors.
CORE INVESTMENT STRATEGIES
Diversified Growth Strategies – Strategies designed to blend market risk, alternative risk premia, and alpha sources, reducing reliance on traditional asset classes while seeking more resilient long-term returns.
Long Short Equity Strategies – Systematic stock selection models that seek to capture opportunities in both rising and declining markets through disciplined long and short positioning.
Multi-Asset and Multi-Strategy Solutions – Integrated portfolios that combine multiple asset classes and alternative strategies within a single mandate to enhance diversification and risk-adjusted returns.
Alternative Investment Strategies – Industry-leading approaches to risk parity and managed futures that aim to provide uncorrelated sources of return and improved portfolio resilience.
Tax-Aware Investment Solutions – Strategies tailored for U.S. taxable investors that combine alternative investments with tax-efficient implementation and portfolio construction techniques.
ESG Integration – Incorporation of environmental, social, and governance considerations into investment research, portfolio construction, and active ownership practices.
Systematic Equities and Factor Investing – Quantitative strategies focused on value, momentum, quality or defensive, and carry factors, applied consistently across equities, bonds, currencies, and commodities.