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Quantitative investing

Scanning below the surface

As pioneers in quantitative investing, we focus on what we believe are the otherwise invisible layers at work in portfolios. As we navigate more information and data, our goal is to systematically exploit market inefficiencies.

Some factors are more equal than others

Proprietary research and analysis

  • Ever since Robeco’s first director stated that all our investment decisions should be research driven, we’ve embraced quantitative investing. Our quant researchers and portfolio managers maintain strong ties with the world of academia.

  • They conduct original research and make valuable contributions to quant investment theory. Their work has yielded profound results. It is also pivotal in the development of the sophisticated factor definitions we use.

    Quant white papers

Tailoring factors to your needs

  • Factor investing can be considered the third way of investing. Striving for low cost and good performance is at the basis of its strong rise in recent years. At Robeco, we manage a range of pure quantitative equity, fixed income and multi-asset strategies. Lately, we’ve seen the rise of a variety of factors. However, assessing factors needs a thorough understanding of what drives the market.

  • Robeco has been using quantitative models designed to exploit investor behavior since the early 1990s. We ensure that all indicators are based on convincing economic rationales while striving to avoid unnecessary trading costs.

    View our quant strategies

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
There’s no quant crisis in credits
There’s no quant crisis in credits
Quant strategies have performed well in credits.
01-04-2021 | Insight
Spring has to come simply because economic fundamentals require it
Spring has to come simply because economic fundamentals require it
How do you perceive the quant equity winter?
26-02-2021 | Interview
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The quant equity crisis of 2018-2020: Cornered by ‘big growth’
The 2018-2020 quant equity crisis posed an exceptional challenge to quantitative managers due to a rare combination of circumstances.
16-02-2021 | Research
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Insight
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Insight
In addition to quantitative investing, we also have four other key strengths:
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Disclaimer

This page is intended for US prospects, clients and investors only and includes information about the capabilities, staffing and history of RIAM US and its participating affiliates, which may include information on strategies not yet available in the US. SEC regulations are applicable only to clients, prospects and investors of RIAM US. Robeco BV, Robeco HK and Robeco SH are considered a “participating affiliate” of RIAM US and some of their employees are “associated persons” of RIAM US as per relevant SEC no-action guidance. Employees identified as associated persons of RIAM US perform activities directly or indirectly related to the investment advisory services provided by RIAM US. In those situations, these individuals are deemed to be acting on behalf of IUAM, a US SEC registered investment adviser.

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