Trend Following

Trend Following in Alternative Markets

 

Q1 2023 - Portfolio Solutions Group

What is alternative trend following? We summarize what a trend following approach is, how it can be applied to alternative markets, and why alternative trend following approaches have historically outperformed during difficult periods for traditional asset classes.

Trend Following

Five Years of Alternative Trend Following

 

March 22, 2023 - Portfolio Solutions Group

Here's our quick take, and look back, at five years of alternative trend following.

Trend Following

Top Three Investment Ideas to Consider for 2023

 

Q1 2023 - Portfolio Solutions Group

Watch a Quick Take on our Portfolio Solutions Group’s top three investment ideas for 2023. 

Asset Allocation

Quick Clips: 2023 Capital Market Assumptions for Major Asset Classes

January 27, 2023

Hear from Pete Hecht and Thomas Maloney as they provide short soundbytes based on our Q1 2023 Capital Market Assumptions for Major Asset Classes

Quick Clips: Trend Following: Why Now? A Macro Perspective

November 23, 2022

Hear from Principal and Co-Head of Macro Strategies, Yao Hua Ooi, on how trend following strategies are a potentially valuable source of diversifying returns.

Portfolio Construction

Quick Clips: New Rules of Diversification

September 9, 2022

Hear from AQR's Portfolio Solutions Group on the the prospects for stock and bond markets, the impact of macroeconomic risks on a range of investments, and the use of diversifying investments to fortify portfolios.

Quick Takes

Quick Clips: Breaking Beta – Why and How to Diversify

June 27, 2022

AQR Principal and Global Co-Head of Portfolio Solutions Group, Dan Villalon, explains why the next one may disappoint—and what investors’ main options are to meet their return goals.

Portfolio Construction

Quick Clips: The Stock/Bond Correlation

Q2 2022 - Portfolio Solutions Group

For the past two decades, the stock/bond correlation (SBC) has been consistently negative, and investors have been able to rely on their bond investments for portfolio protection when equities sell off. However, macroeconomic changes – like heightened inflation risk – could push this key asset allocation input into positive territory.

Quick Takes

Quick Clips: Shorting in ESG Strategies

February 17, 2022

In recent years, increased emphasis on sustainability practices in the investment community have caused investors and asset managers to prioritize their Environmental, Social and Governance (“ESG”) efforts. Hear from AQR’s Head of ESG Strategy, Brad Jones, about how investors can use shorting to more strongly express ESG views and hedge climate risks.

Asset Allocation

Quick Clips: 2022 Capital Market Assumptions for Major Asset Classes

January 27, 2022

Performance of traditional stock/bond portfolios has been remarkable over the last decade, but the current outlook is more subdued. Hear from AQR’s Portfolio Solutions Group on some practical, incremental changes that could boost expected returns without adding substantial risk.