Featured Insights
In the final installment of our series, we address two misconceptions about the risks and trade-offs involved in tax-aware long-short strategies. We explain why tracking error is necessary to pursue pre-tax alpha and why effective portfolio construction requires balancing expected returns, risk, costs, and taxes rather than simply maximizing realized losses.
While quantitative investing has long relied on technology and data, AQR argues that the AI era makes human capabilities even more valuable. The piece explores why creativity, emotional intelligence, and the ability to lead and connect with others may prove to be the most enduring competitive advantages in finance and beyond.
This article updates AQR’s earlier analysis on inflation sensitivities and inflation protection, highlighting the benefits of commodities and trend following strategies and how to evaluate different implementations. It asks, “How should you prepare for the possibility of another global inflation shock?”
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As quantitative investors, we believe that a systematic and disciplined approach is the best way to achieve long-term value. Explore our broad range of innovative, diversifying strategies.
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Investors should conduct their own analysis and consult with professional advisors prior to making any investment decisions. Diversification does not eliminate the risk of experiencing investment loss. Past performance is not a guarantee of future results. Investment process is subject to change.
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