Active Quant: Targeting alpha with confidence

The dominance of US mega-cap tech stocks has concentrated global equity markets, challenging traditional strategies. Passive investors may worry about overexposure, while benchmark-agnostic active investors risk missing out. Meanwhile, the rapid evolution of technology and data has created new opportunities for strategies that can efficiently harness, process and act on this information.

As a result, investors are increasingly returning to quantitative investing solutions. These blend precision, cost-efficiency, and risk control with alpha potential. Robeco’s Active Quant – a quant equities strategy available in developed and emerging markets – uses both established and innovative signals to target outperformance in unpredictable markets.

Drawing on the full power of the quant engine that drives our Enhanced Indexing strategies, Active Quant combines a higher tracking error budget with our proprietary stock selection model. This model encompasses long-term factors like value and quality, dynamic signals such as momentum and analyst revisions, and innovative short-term indicators, including short-term reversal signals.

By diversifying across multiple investment signals, leveraging technological advances and managing risk, Active Quant is built to thrive in different market conditions.