aqr-factor-investing
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.
npx skills add majiayu000/claude-skill-registry --skill aqr --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# 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 1. **Academic Foundation**: Start with peer-reviewed research. 2. **Factor Discipline**: Stick to factors with economic rationale. 3. **Transparency**: Publish methodology, admit mistakes. 4. **Diversification**: Across factors, geographies, and asset classes. 5. **Implement
- Overview
- Core Philosophy
- Design Principles
- When Building Factor Strategies
- Always
- Never
- Prefer
- Code Patterns
- Factor Construction
- Multi-Factor Portfolio Construction
- Factor Attribution and Reporting
- Backtesting with Realistic Frictions
- Mental Model
- Signature AQR Moves
What does the aqr-factor-investing skill do?
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.
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill aqr --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.