Showing 1 - 10 of 797 results

Sort By
  • Relevance
  • Newest
  • Oldest

Macro Wrap-Up

The Market Doth Protest

The trade dispute has been on everyone's mind. To understand it, you have to take it for what it is: a Shakespearean drama. In that vein, we present to you, "The Market Doth Protest," a play in five acts. You can decide whether it is Much Ado About Nothing, A Comedy of Errors, or All's Well that Ends Well.

Working Paper

Give Credit Where Credit Is Due: What Explains Corporate Bond Returns?

We examine the risk and returns of U.S. corporate bond indices using a set of economically-motivated factors and find that options markets explain a great deal of credit returns.

Working Paper

Trends Everywhere

We provide new out-of-sample evidence on trend-following investing by studying its performance for 82 securities not previously examined and 16 long-short equity factors.

White Paper

Clearing the Air: Responsible Investment

What is ESG? AQR and the UN PRI collaborated to propose a framework of the approaches and terms necessary to have an informed discussion and investment policy on responsible investment, grounded in both responsible asset selection and responsible ownership.

Macro Wrap-Up

Another Quant Tale

At AQR, we often speak in numbers and graphs. This week, we show our softer side by listening to what the market is telling us about growth, inflation, and monetary policy.

Macro Wrap-Up

China’s Current Account Endgame

As trade talks grind on, much of the market talk about China has been about short-term measures such as rate cuts and fiscal stimulus. Beneath this, some more important economic changes are occurring: China has gone from being one of the largest current account surplus countries in the world to being close to deficit. Find out why this is happening in this week’s Wrap Up.

White Paper

You Can't Always Trend When You Want

We present a framework for understanding the drivers of trend-following returns and show that recent performance challenges are primarily due to muted moves across global markets rather than a change in trend following’s ability to translate market trends into profits.

White Paper

Fundamental Trends and Dislocated Markets: An Integrated Approach to Global Macro Investing

We explore the benefits of combining two approaches to Global Macro investing – one systematic and the other opportunistic – into a single integrated strategy.

Macro Wrap-Up

Winter is Coming Before Brexit

Does reading about Brexit make you feel like a guest of Ramsay Bolton? This week we try to give you a clear account of what is going on and what to look for in markets. It won’t bring peace to the Seven Kingdoms, but it may answer some of your questions about Brexit


AQR Capital Management Establishes Office in Germany

AQR opens Frankfurt office to expand European footprint.