AQR Systematic Total Return

Investment objective:
• Multi-strategy equally risk weighted across three strategies:
1) Market neutral, Multi-factor stock selection.
2) Managed futures trend following
3) Risk parity Systematic, rules based investment process

• Systematic rules based investment process

• Invest across all major markets including equity, fixed income, commodities, and FX/Rates. No Long and short bias.

• AQR is a recognised authority on factor investing and risk premia strategies.

• Investment strategies are built on well-established finance theories. They are systematic, eliminating human emotion and behavioural bias.

• The strategy is well-diversified by asset class, style and strategy. The fund has *low correlation with major markets*.


Below is an interview on Cliff Asness who is CIO of AQR Capital Management:
https://youtu.be/dHaiwn6Tzyc


*Who is AQR Capital?*

AQR was an early adopter of style, or factor, investing given the strategy’s academic roots. Although the four styles — value, momentum, defensive and carry — have been well-known and used in quantitative investing for decades.

AQR is perhaps best known for its alternative investment strategies, which aim to offer *low correlation* to traditional, equity-dominated portfolios.

As of 2016, approximately half of the AQR’s employees have earned advanced degrees, with 52 holding PhDs. The firm is known to maintain strong, positive ties to leading universities and supports financial research through annual academic awards.