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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
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | Research
Defining Quality: separating the wheat from the chaff
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | Research
Now more than ever, it’s time to think outside the Fama-French factor box
Now more than ever, it’s time to think outside the Fama-French factor box
2010-2019 was a lost decade for the Fama-French factors.
28-04-2020 | 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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