Why Most of AQR’s Largest Strategies Rose Sharply in September

The Absolute Return strategy, the quant firm’s longest-running multistrategy offering surged 9.5 percent last month, and is up 19.6 percent for the year.

Art_AQR_1010.jpg

Illustration by II

AQR is on a roll.

Most of the quant giant’s largest strategies rose sharply in September and are up solidly by double digits for the year.

AQR, founded in 1998 by Cliff Asness, David Kabiller, John Liew, and Robert Krail as a quant-driven firm, likes to stress that it currently lies “at the nexus of economics, behavioral finance, data, and technology.”

In

To continue reading, subscribe now to Premium Journalism. Already a subscriber? login.

Related