Robeco Quantum Market Neutral Equities IH USD

Merkmale

• Aims for capital growth using a long-short market-neutral approach
• Leverages alternative data and advanced techniques such as machine learning and natural language processing
• Employs a smart portfolio construction approach to minimize transaction costs

Über diesen Fonds

Robeco Quantum Market Neutral Equities is an actively managed fund that enables investors to benefit from opportunities in the worldwide equity market. The sub-fund follows a market-neutral equity strategy for quant investing with basic sustainability integration. Long positions (both traditional long and synthetic) are combined with short positions, which will be achieved through the use of financial derivative instruments. The sub-fund uses a quantitative model to select securities that offer favourable growth prospects at a reasonable price (long position) while selling securities of companies that seem to be overvalued (short position). The sub-fund uses a systematic and disciplined approach to rank the relative attractiveness of stocks based on fundamental, technical and sentiment variables, which are then interpreted by quantitative models. 'Quantum' stands for the investment management approach of the sub-fund which includes quantitative models that incorporate novel datasets, machine learning techniques and smart algorithms but under which trades are ultimately implemented by the Management Company. Such exposure may be obtained entirely through the use of derivatives and as a result the sub-fund may invest the liquid assets in deposits with credit institutions, money market instruments and money market funds.

• 
  Wouter Tilgenkamp
• 
  Dean Walsh