# AQR Data Sets

Free factor return datasets from AQR research: BAB, QMJ, HML Devil, momentum indices, value and momentum everywhere.

- ID: p-market-tool-146
- URL: https://registry.earningscalls.dev/products/aqr-data-sets/
- Product type: software
- Category: quant-factors-signals
- Updated: 2026-09-29
- Revision: 1

## Features

- Betting Against Beta factors
- Quality Minus Junk portfolios
- HML Devil value factors
- Daily and monthly series

## Markets and interfaces

US and 23 international equity markets plus multi-asset value/momentum factors; Excel downloads from the web.

## Pricing

Free downloadable datasets, subject to AQR terms of use.

## Attributes

- API available (api_available): Unknown (not documented)
- MCP available (mcp_available): Unknown (not documented)
- Webhooks available (webhooks_available): Unknown (not documented)
- Platforms & interfaces (platforms): Web

## Publisher rating (NOT a user rating)

4/5. Basis: editorial_assessment.
Useful benchmark factor returns that match AQR's published papers for style attribution and research. Limited to a handful of factors delivered as spreadsheets, with no API.
[Methodology](https://registry.earningscalls.dev/methodology/)

## User ratings

Count: 0. Average: unknown. Only genuine published reviews are counted.

## Sources

- [Official product page](https://www.aqr.com/Insights/Datasets) — 2026-09-29; official_page_or_index
- [Documentation](https://www.aqr.com/Insights/Datasets/Betting-Against-Beta-Equity-Factors-Daily) — 2026-09-29; official_page_or_index

Official product information reviewed on September 29, 2026; performance and data quality were not tested hands-on.

[Complete JSON record](https://registry.earningscalls.dev/data/v1/products/p-market-tool-146.json)

All information is provided for informational purposes only, without any guarantee or warranty as to accuracy, completeness, or currency. Verify facts with the linked sources before relying on them.