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Quantitative research

We conduct a considerable amount of ground-breaking quant research in-house, and have made a number of contributions to quantitative investment theory. We publish articles in leading journals on topics such as factor investing and the low-volatility anomaly.

Quantitative research library
The quant cycle
The quant cycle
Equity factors follow their own sentiment-driven cycle that cannot be explained by traditional business cycle indicators.
19-10-2021 | Research
Seizing opportunities in emerging markets credits
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021 | Research
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Research
Our
Our
groundbreaking papers

Our quant researchers and portfolio managers conduct a considerable amount of ground-breaking research in-house, and have made a number of contributions to quantitative investment theory. For example, they regularly publish articles in leading journals on topics such as factor investing, the low-volatility anomaly and how to minimize transaction costs in quant investment processes.

The brains
The brains
behind the models
With over 40 dedicated quantitative researchers and portfolio managers covering equity, fixed income and multi-asset strategies, we are home to one of the largest quantitative teams in Europe. In addition to developing our proprietary quantitative security selection models and portfolio construction algorithms, they also support our portfolio managers in designing, implementing and maintaining our models, risk management tools, currency and derivatives strategies, and performance attribution tools.
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