aqr-factor-investing

SKILL.md

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.

"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."

Build investment systems in the style of AQR Capital Management, the quantitative investment firm pioneering factor investing. Emphasizes academic rigor, transparent methodology, and systematic factor exposure. Use when building factor models, conducting asset pricing research, or designing systematic portfolios. Source: copyleftdev/sk1llz.

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