Robeco has long been a pioneer in quantitative investing, having been using quantitative models that exploit investor behavior since the early 1990s. We manage a range of pure quantitative equity, fixed income and multi-asset strategies for investors across the world, and we also apply our models to our traditional fundamental portfolios.
As well as providing a wide range of funds, we tailor quantitative mandates to meet the needs of institutional investors. In fact, we initially developed several of our quantitative strategies as bespoke solutions to meet an individual client’s needs. We customize portfolios along a number of dimensions, including their investment universe, risk-return profile and ESG characteristics, enabling our clients to fine-tune their portfolios.
The range of quantitative strategies we provide today are grounded in the research, but also in the experience that we’ve gained from decades of managing client assets according to an academically underpinned and systematic approach. This has enabled us to develop proprietary stock-selection, credit, duration and asset-allocation models that have proven their ability to add value over the long term. In addition, enhanced definitions of generic factors maximize the risk-adjusted potential of our quant equity and credit strategies by avoiding unrewarded risks associated with generic factor definitions. We also apply a range of techniques to minimize turnover, thus reducing trading costs and maximizing net returns.