united kingdomen

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.

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
Conservative investing stands the test of time
Conservative investing stands the test of time
Conservative investing (also termed defensive or low-risk investing) is all about winning by losing less.
23-05-2022 | Insight
‘I have always tried to make sense of human behavior’
‘I have always tried to make sense of human behavior’
People’s normal wants, even more than their cognitive and emotional shortcuts and errors, underlie answers to important questions of finance.
19-05-2022 | Interview
Navigating bond markets in times of stagflation
Navigating bond markets in times of stagflation
High inflation and central bank tightening are already leading to rising yields and negative bond returns.
18-05-2022 | Insight
Quant chart: Value accelerates to strongest start in decades
Quant chart: Value accelerates to strongest start in decades
Value has achieved the best start to a calendar year in over 35 years.
16-05-2022 | Insight
‘A strong research culture enables you to stay true to your investment philosophy’
‘A strong research culture enables you to stay true to your investment philosophy’
Quant investing is very much a team sport, in fact more so than ever.
13-05-2022 | Interview
Quant chart: Meme stock frenzy confirms short-selling signal
Quant chart: Meme stock frenzy confirms short-selling signal
After more than a year following the short squeeze in so-called meme stocks, the informational advantage of short-selling data resurfaces.
29-04-2022 | Insight
Data sets – factor investing in corporate bonds
Data sets – factor investing in corporate bonds
A research-driven approach is at the core of everything we do.
29-04-2022 | Data sets
Higher risk-free returns do not lead to higher total stock returns
Higher risk-free returns do not lead to higher total stock returns
Our research shows that equity risk premiums tend to be higher when risk-free returns are low, and vice versa.
26-04-2022 | Research
In addition to quantitative investing, we also have four other key strengths: