aqr-factor-investing
AQR Capital Management Style Guide
Overview
AQR (Applied Quantitative Research), founded by Cliff Asness and other academics from Goldman Sachs, is a quantitative investment firm managing ~$100B. Known for bringing academic factor research to practical investing, they emphasize transparency, rigorous methodology, and the democratization of quantitative techniques.
Core Philosophy
"The best ideas in finance come from rigorous academic research, not from Wall Street intuition."
"Factors work because of risk, behavior, or structure—understand which before you invest."
"If you can't explain it simply, you don't understand it well enough."
AQR believes that systematic factors (value, momentum, quality, etc.) represent persistent sources of returns that can be harvested through disciplined implementation. They emphasize understanding why strategies work, not just that they work.
Design Principles
- Academic Foundation: Start with peer-reviewed research.
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