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Macro Wrap-Up

The First Cut Is the Deepest

In our first Wrap-Up of the New Year, we look at the reasons that Fed expectations have shifted and what these changes are and aren't telling us.

Perspective

Our 20th Anniversary Anthology

Cliff introduces AQR’s 20th anniversary anthology, a collection of 20 papers that we’re collectively most proud of and that we think best sum up our work.

Perspective

Once More, Without Feeling

Cliff discusses why many of the breathless articles and TV headlines we’ve seen lately about the overall U.S. stock market are just not that interesting.

Book

20 for Twenty: Selected Papers from AQR Capital Management

20 for Twenty commemorates AQR’s anniversary with a collection of 20 papers that have formed the backbone of our investment philosophy.

Alternative Thinking

The Illusion of Active Fixed Income Alpha

Do fixed income (FI) managers generate alpha? We take a deep dive into the determinants of excess of benchmark returns for a broad set of popular active FI categories.

News

AQR Named a P&I Best Place to Work in Money Management

AQR has been named one of Pensions and Investments’ Best Places to Work in Money Management Survey for 2018.

Macro Wrap-Up

Some Quant Holiday Market Cheer

This week we look back on 2018 and try to be optimistic about 2019.

Working Paper

Forecasting the Distribution of Option Returns

We propose a method for constructing conditional option return distributions.

Macro Wrap-Up

A Kinder, Gentler Data Dependence

This week we look at important changes to the Powell Fed's approach to economic data.

Macro Wrap-Up

What Is Your School’s Favorite Economic Surprise?

This week we look at surprises in economic data and try not to play favorites with the releases.