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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Systematic Investing

Systematic investing requires arigorous, 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 weekly 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 goesinto building an effective portfolio? We’ve rounded up our best thinking on thetopic.

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Cliff's Perspectives

Portfolio Risk and Performance  

Serenity Now

What can you do when you are going through a very tough time? You continue to invest in the business including building the highest quality teams in the industry.

Cliff Asness, AQR

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Alternative Investing  

Banter Is Coming

Alternative Investing  

Introducing the New AQR S.M.O.O.T.H. Fund

Alternative Investing  

Looking for the Intuition Underlying Multi-Factor Stock Selection

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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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Words from the Wise

In-depth interviews with some of the best-known and most-successful professional investors.

Words from the Wise: An Interview with Richard Thaler

Words From the Wise: An AQR Interview with Ed Thorp

All Insights

Market Risk and Efficiency

Economics with Market Liquidity Risk

Implementation: Food for Thought

Asset Allocation

Not Expecting to Hit Your Expected Return? Cash Is the Culprit

Global Macro

Late Cycle Syndrome


All That Glitters

Fixed Income

Inversion Anxiety: Yield Curves, Economic Growth, and Asset Prices


What to Expect When You’re Brexiting

Can Machines Invest?

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