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Robeco Core quant strategies use a proprietary, balanced combination of value and momentum factors and a proprietary portfolio construction algorithm, designed to consistently outperform a market benchmark with a controlled tracking error.

Core Quant

Developed markets

Robeco’s quantitative global equities strategy is designed to cater investors who seek stock market exposure in combination with flexibility in product offering regarding alpha and beta. The approach, which Robeco has used successfully since 1994, can enhance the performance of virtually any index. In addition the strategy is categorized by limited risk and full flexibility to client goals and objectives.

Robeco global equities quant is managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model with a disciplined portfolio construction algorithm and a unique set of risk controls.

Stock selection is the sole performance driver used, as determined by our stock selection model. This model is rooted in our strong belief in behavioral finance. It systematically identifies and exploits market inefficiencies, which arise as a result of predictable patterns in investor behavior.

Highlights
  • Robust stock selection model based on Robeco’s ample quantitative resources
  • Vast experience in quantitative stock selection with first models developed in the early 1990’s
  • Proprietary construction algorithm to maximizing exposure to alpha of stock selection model while limiting turnover
  •  ‘Human overview’ included in quantitative and disciplined investment process
  • Dedicated and experienced investment team
  • Flexibility in product offering

Emerging markets

Robeco was one of the first asset managers to implement quantitative research techniques in emerging markets.

Our emerging markets stock selection model has been successfully applied on our mainstream strategies since December 2000, and acts as the sole performance driver for pure quantitative strategies since the end of 2006, with a track record of consistent outperformance.

Robeco emerging quant strategies are managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model for emerging markets with a disciplined portfolio construction algorithm and a unique set of risk controls.

Stock selection is the sole performance driver used, as determined by our stock selection model for emerging markets. This model is rooted in our strong belief in behavioral finance. It systematically identifies and exploits market inefficiencies, which arise as a result of predictable patterns in investor behavior.

Highlights
  • Pioneer in quantitative investing in emerging markets
  • Strong Emerging Markets quantitative stock selection model with proven track record
  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Market leader in correcting model factors for market risk like beta, style and size
  • Proprietary rules based portfolio construction algorithm limits turnover
  • Transparent process, portfolio positions and transactions

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