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Quantitative investing

Invisible layers surface to deliver attractive returns

Pioneers and leaders in quantitative investing, we focus on the invisible layers at work in portfolios and bring hidden factors to life. As we navigate more information and data, we systematically exploit market inefficiencies, knowing exactly what is at play.

Factor investing is by no means a black box

Ground-breaking research

  • Ever since Robeco’s first director stated that all our investment decisions should be research driven, we’ve been at the forefront of quantitative investing. Our quant researchers and portfolio managers maintain strong ties with the world of academia.

  • They conduct ground-breaking research and make valuable contributions to quant investment theory. Their work has profound impact on the risk-adjusted returns and solutions we provide. It is also pivotal in the development of the sophisticated factor definitions used to optimize our portfolios’ risk-return profiles.

    Groundbreaking papers Guide to factor investing

Meet the team

With over 60 dedicated quant researchers and portfolio managers, Robeco houses one of the largest quantitative teams in the world.

Tailoring factors to your needs

  • Factor investing is often considered the third way of investing. Combining low cost and good performance is at the basis of its strong rise in recent years. At Robeco, we manage a range of pure quantitative equity, fixed income and multi-asset strategies. Lately, we’ve seen the rise of a variety of factors. However, profiting from factors needs a thorough understanding of what drives the market and which factors are rewarded with superior risk-adjusted performance.

  • Robeco has been using quantitative models that exploit investor behavior since the early 1990s. We ensure that all indicators are based on convincing economic rationales, and avoid unnecessary trading costs.
    View our quant strategies

Tap into our expertise

Keep up with our knowledge and trends through articles, podcasts and videos.

More insights

Tap into our expertise

Keep up with our knowledge and trends through articles, podcasts and videos.

More insights
‘Only in hindsight you will see the benefits of low vol-investing’
‘Only in hindsight you will see the benefits of low vol-investing’
In our latest podcast, Pim van Vliet, head of Global Conservative Equities, talks about the merits of low volatility investing.
29-04-2019 | Podcast
The rise of Factor Investing - is it just a hype?
The rise of Factor Investing - is it just a hype?
Factor Investing is increasingly in the spotlight.
05-04-2017 | Video
Factor outperformance for more than two centuries
Factor outperformance for more than two centuries
To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.
12-02-2019 | Research
Exploring the world of factors
Exploring the world of factors
Nine academics on the research, theory and implementation of factor investing.
26-02-2018 | Insight
Passive investing and sustainability are incompatible
Passive investing and sustainability are incompatible
Sustainable investing requires active choices and so cannot be done purely passively, Robeco quant specialists say.
18-01-2019 | Insight
In addition to quantitative investing, we also have four other key strengths: