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Quantitative investing

Taking emotions out of investing

Quantitative solutions exploit deeply entrenched cognitive biases that afflict investors. Our disciplined, transparent and systematic approach keeps emotions at bay and takes advantage of market inefficiencies driven by human behavior to deliver superior risk-adjusted performance for our clients in the long run.

Factor investing is by no means a black box

Ground-breaking research

  • Our multi-decade track record in quantitative investing has been built on the foundations of proprietary, award-winning research. As thought leaders in the field, we have uncovered factors or signals that are rewarded with superior risk-adjusted long-term returns. Our research efforts include several seminal publications that have made valuable contributions to the academic literature.

  • Given our heritage and strong research-driven culture, we aim to remain at the forefront of quantitative investing so that we can continue to offer the best possible solutions to our clients. Our research agenda is focused on improving and diversifying our investment approach, for example, through the use of additional novel data sources or techniques as well as looking more deeply at areas such as sustainable investing.

    Groundbreaking papers Guide to factor investing

Integrating sustainability

  • Given our institutional knowledge in the areas of quantitative and sustainable investing, we are uniquely positioned to design and manage sustainable quantitative solutions. The rules-based and systematic nature of our investment processes makes them well equipped to integrate various sustainability dimensions.
  • As such, we can explore and implement various ways of combining multiple sustainability preferences with financial objectives for our clients. We acknowledge that investors might have differing beliefs and values. Our platform is suitable for the development of customized portfolios. Beyond integration, our engagement and voting activities can play a role in reshaping corporate agendas towards more sustainable practices.
    Guide to sustainable quant equities

Next-generation quants

  • We are convinced that developments in alternative data, artificial intelligence and machine learning are pivotal to the evolution of quantitative investing. Not only can they widen the opportunity set by unearthing new and uncorrelated alpha signals, they can also improve our existing investment processes by leading to better model predictions on risk, return and sustainability.
  • As pioneers, our driving force is a healthy appetite for client-centric innovation that results in state-of-the-art solutions: to cater to evolving financial and sustainability needs. We are therefore focused on improving our current offering and developing next-generation quantitative solutions that are diversified from traditional quantitative portfolios. Importantly, this will be carried out in the context of sticking to our investment philosophy based on strong empirical evidence, sound economic rationale and a prudent approach.

Meet the team

We have one of the largest quantitative investment teams in the industry with over 40 dedicated portfolio managers, researchers, client portfolio managers and investment specialists. This allows us to simultaneously focus on cutting-edge research, manage portfolios and serve our clients from all corners of the world.
 
Our well-resourced team is highly experienced and diversified in terms of academic, career and personal backgrounds. We also actively look to recruit top talent as this helps ensure a culture of independent thinking and innovation.

Tailoring solutions to your needs

  • To cater to your specific needs, we offer a wide variety of quantitative equity, fixed income and multi-asset solutions that range from factor-based (equity, fixed income), to dynamic market-timing (fixed income), to sustainability-focused (equity, fixed income) portfolios. These solutions are underpinned by our proprietary inputs that set us apart from other quantitative managers.
  • We rely on our enhanced factor definitions which mitigate unrewarded risks and result in superior risk-adjusted performance compared to generic factor definitions. Our proprietary portfolio construction algorithms give us full oversight of the process versus off-the-shelf optimization tools which tend to resemble a 'black box'. Moreover, our algorithms help us to avoid unnecessary trading costs, resulting in lower turnovers and better after-cost returns in the long term.
    View our quant strategies

Learn more from our experts

  • In line with our DNA and philosophy, we believe in sharing knowledge and being transparent with our clients. We typically take the opportunity do this via our published academic papers, client articles, insight pieces, online learning modules, podcasts and webinars.
    Read our quantitative research & insights

Tap into our expertise

Keep up with our knowledge and trends through articles, podcasts and videos.

More insights

Tap into our expertise

Keep up with our knowledge and trends through articles, podcasts and videos.

More insights
Marrying sustainability and emerging markets expertise in quantitative strategies
Marrying sustainability and emerging markets expertise in quantitative strategies
The most sustainable emerging market companies are on par with those in developed markets.
03-08-2022 | Insight
Should shorting count for net-zero portfolios?
Should shorting count for net-zero portfolios?
Short positions can be a meaningful add-on, but should not be an excuse for inaction on the long side of a portfolio.
27-07-2022 | Insight
Quant chart: Winning by losing less
Quant chart: Winning by losing less
Low-risk investing tends to deliver higher risk-adjusted long-term returns than the market as it tallies wins by losing less in down periods.
21-07-2022 | Insight
PodcastXL: The pursuit of alternative alpha
PodcastXL: The pursuit of alternative alpha
It has been hailed as the next frontier in quant investing.
13-07-2022 | Podcast
Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Insight
Quant chart: Cornered by Big Oil
Quant chart: Cornered by Big Oil
Positive year-to-date returns from oil stocks are bucking the trend given the S&P 500 Index has slid into bear market territory.
29-06-2022 | Insight
Forecasting stock crash risk with machine learning
Forecasting stock crash risk with machine learning
Machine learning techniques can be used to uncover nonlinear relationships between several variables to help forecast stock crash risk.
15-06-2022 | Insight
Guide to sustainable quant equities investing
Guide to sustainable quant equities investing
The rules-based nature of quant investing lends itself well for sustainability integration.
09-06-2022 | Insight
In addition to quantitative investing, we also have four other key strengths: