Featured Thinking

There have been recent incidents of individuals and groups falsely claiming to be associated with AQR on social media platforms. These imposters have engaged in a variety of unauthorized conduct, including soliciting customers to carry out trading activities with them, impersonating AQR using the genuine names of AQR senior executives or employees to offer investment opportunities, claiming to offer investment training courses that are supposedly provided by AQR or claiming that AQR is backing certain initial coin offerings or is otherwise engaged in crypto related trading activity. There have also been fake websites and mobile applications that claim to be AQR (or associated with AQR) when in fact they are not. These are scams and not authorized by AQR in any way.

Please be aware that AQR does not engage in any investment activities, provide training or financial services, or conduct other regulated activities through social media platforms or messaging apps. Similarly, AQR, its executives and employees do not contact prospects, clients or members of the public via social media platforms or messaging apps such as WhatsApp, Discord and Telegram to offer investment opportunities. AQR does not offer direct investments in cryptocurrencies or other digital assets, it does not provide a trading platform to members of the public, it does not have a mobile app, and it does not offer investment training courses to the public.

AQR and its partners, employees, directors, officers, advisors, successors, and agents are not responsible for any conduct by unauthorized parties and channels, nor are they responsible for the services or information provided by such unauthorized parties and channels. If you have any questions or wish to ascertain whether you are communicating with an authorized representative of AQR, please contact us at https://www.aqr.com/Contact-Us. If you believe that you or someone you know has been a victim of fraud, please report the matter to your local law enforcement or other relevant authorities. For India residents, you may lodge a report at the national cybercrime reporting portal (https://cybercrime.gov.in).

Tax Matters

Our Research into Tax-Aware Long-Short Investing

January 28, 2025

As the concept of tax-aware long-short investing becomes a mainstay of private wealth planning, we wanted to clearly articulate some core findings of our research, and help parse the jargon of this rapidly growing but sometimes confusing area.

Alternative Thinking

2025 Capital Market Assumptions for Major Asset Classes

January 16, 2025 - Portfolio Solutions Group

Alternative Thinking

Can Machines Build Better Stock Portfolios?

November 7, 2024 - Portfolio Solutions Group

Collections

Trend Following

Trend following strategies have a track record of delivering strong long-term returns and diversifying performance during downturns for traditional assets – when investors may need it the most. Explore our research explaining how trend following could be incorporated into a portfolio and demonstrating its ability to generate strong performance across time and asset classes.

Macroeconomic Investing

Rapid economic growth accompanied by large increases in prices for many goods and services has led to unusually high level of uncertainty around inflation. This may prompt investors to question how different inflationary outcomes can impact their portfolio and what they can do to reduce their portfolio's sensitivity. To address investors' questions, we have rounded up some of our best thinking on the topic.

Machine Learning

Machine learning has already had an impact on finance, but in certain areas it is still early in its evolution. We explain how it's being used in asset management and how it may improve quantitative investing in the future.

Portfolio Construction

Diversification. Craftsmanship. What goes into building an effective portfolio? We’ve rounded up our best thinking on the topic.

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