Opportunity: Active Quant
Active Quant strategies offer diversified return profiles, enhancing alpha potential while managing risk and reducing reliance on single investment styles.
In increasingly unpredictable markets, investors seeking alpha1 within a defined risk budget benefit from systematic investment approaches that remove behavioral bias and respond consistently to evolving market dynamics.
Enter Active Quant – a quant strategy that is systematically identifying persistent return drivers across the full breadth of the investment universe. Active Quant leverages advanced data analytics and robust portfolio construction techniques to identify persistent inefficiencies and translate them into diversified sources of return.
1Alpha refers to the excess return of an investment relative to a benchmark index and is a measure of performance.
Evolving investment landscape, evolving technologies
For much of the past decade, rising markets allowed the beta to do most of the work. But the tide may turn. As the equity risk premium diminishes and market volatility rises, generating alpha through skill and strategy becomes increasingly important.
At the same time, rapid advances in technology and data have unlocked further opportunities for systematic investing. Quant solutions that adapt to the market and harness these advances can combine precision, cost-efficiency, and risk control with the potential for alpha.
Why Active Quant?
Building on the same powerful quant engine behind our other systematic strategies, Active Quant is designed to go further – adding a higher tracking error and an emphasis on alpha generation. It combines our proprietary stock selection model with both long-term signals like value and quality and dynamic ones like momentum, analyst revisions, and short-term reversal signals.
By diversifying across these multiple investment signals that have non-correlated return streams, Active Quant reduces reliance on single investment styles. It leverages technological advances in its aim to deliver systematic, stable outperformance across varying market conditions while managing risk, and can strengthen portfolios by complementing both passive and fundamental allocations.
Who needs the Mag 7: A long tail of opportunity
Active Quant aims to enhance alpha potential while managing risk and reducing reliance on single investment styles Jeroen Hagens
Jeroen Hagens
Client Portfolio Manager
Why Robeco?
With over 25 years of expertise, Robeco is a leader in quant investing. Backed by cutting-edge research, a robust infrastructure and advanced tools, our strategies combine innovation and rigor to deliver consistent results. Active Quant benefits from this deep experience, offering a reliable, systematic approach to alpha generation while maintaining strong risk management.
Sustainability
This strategy promotes, among other characteristics, environmental and/or social characteristics, which can include exclusionary screening, ESG integration, ESG risk monitoring and active ownership.