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Systematic approach

A systematic approach, also frequently referred as a rules-based approach, is a process based on the application of clearly predefined and repeatable steps. In the context of an investment, it means applying a set of precise rules to select securities and build portfolios. The goal is usually to find the most efficient way to generate optimal and consistent returns.

Quantitative investing
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

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Quant solutions must look beyond the most conventional factors
Quant solutions must look beyond the most conventional factors
Quant strategies have come under pressure over the past two years.
24-11-2020 | Entrevista
Long read: Why I am more bullish than ever on quant
Long read: Why I am more bullish than ever on quant
Following more than two years of quant strategies generally underperforming sharply, investors are questioning whether quantitative investing is still viable.
11-11-2020 | Columna
Factor investing – going beyond Fama and French
Factor investing – going beyond Fama and French
There is more to factor investing than the standard academic factors, says Head of Quant Research David Blitz.
02-11-2020 | Perspectiva a 5 años