Quantitative Investment Strategies
Our quantitative investment strategies are developed internally to strengthen portfolio resilience and diversification. We trade systematically across all major asset classes to generate alpha in a highly liquid, cost-efficient and transparent manner.
What we do
We research and build fundamentally anchored and robustly diversified systematic macro strategies with the aim of delivering targeted investment outcomes. By combining sound economic theory with rigorous analysis, thoughtful design and disciplined, rules-based execution, we seek to deliver long-term, repeatable investment results.
Improve portfolio resiliency
We focus on two distinct quantitative investment strategies that enable investors to enhance diversification and stress resilience of equity-heavy portfolios for improved risk-adjusted returns:
- Multi-asset risk premia – A diversifying alpha strategy that is market neutral and largely uncorrelated to equities and bonds
- Dynamic protection – A crisis alpha strategy aimed at delivering the return profile of an equity put option without paying costly premiums for tail risk protection
Our approach – why partner with us
We apply a well-diversified set of systematic trading rules to deliver targeted investment outcomes. They are designed to deliver attractive risk-adjusted returns that are either unrelated or negatively correlated to liquid global markets. At the same time, our strategies balance risks by minimizing the dependency on any single asset class, trading style or signal.
Robust diversification is the key driver of our strategies:
- Asset classes diversification – We actively trade in all major asset classes, focusing on the most liquid markets globally. We regularly add new instruments to access additional alpha sources.
- Trading style diversification – Depending on the targeted outcome, we may trade financial markets directionally long and short, as well as relative to one another (i.e., spreads), to limit directional exposure.
- Signal input diversification – We rely on a broad set of inputs, such as relative movements in spot and futures prices, option markets or economic and company fundamentals. These inputs then feed into coherent if-then trading rules, which we continuously review and enhance with new data sets to improve signal accuracy and robustness.
Team – an average of 20 years of industry experience
Our Quantitative Investment Strategies team comprises 11 professionals with an average tenure of eight years at the firm and average industry experience of 20 years.
Developing robust quantitative investment strategies with acumen and integrity
“Quantitative investing never gets boring, as it requires extensive knowledge of finance, economics, computer science and mathematics, coupled with a healthy mix of curiosity and analytical rigor to embrace the unknown, understand asset drivers and develop robust systematic trading strategies with investment acumen and integrity. Within our team, we are given the space we need to explore all aspects of quantitative investing and to collaborate on the creation of new ideas.”
Always moving forward
“Having the mindset of a principal investor who thinks in generations, not quarters, is of great value when researching and developing innovative quantitative investment strategies – enabling us to focus on generating long-term success. Since joining in July 2018, I am proud of what we, as a team, have achieved and I look forward to further strengthening our quantitative investment strategy solutions.”
Head of Research
Leveraging technology to unlock growth
"Over the past decade, we have built a tech driven platform to understand and exploit return differences and market anomalies globally. I am excited to lead the expansion of the platform, capitalizing on the latest advances in the field of artificial intelligence and blockchain for even greater impact."
Head of Technology
The benefits of investing in quantitative investment strategies can best be appreciated by examining their performance during recent episodes of market stress. These strategies proved to be effective diversifiers for equity-heavy portfolios.