Quantitative

Quantitative strategies

We exploit market inefficiencies caused by behavioural biases and market structure dynamics by identifying factors which we believe drive financial asset returns.

Highly experienced
Our focused team of quant specialists have experience working in some of the world’s most diverse, illiquid and inefficient markets.
Rigorous framework
Our comprehensive proprietary alpha model is supported by a robust research and development framework.
Differentiated
Our global research program has an Asian focus which acknowledges market drivers across the region and the globe.

Strategies

We deliver investment solutions across the risk spectrum; from managing portfolio exposures to improving diversification, reducing risk and enhancing returns.

Customised solutions

Each client’s objectives and the restrictions they need to work within are different and our team leverages our investment platform to tailor solutions to accommodate these needs.

ESG

A quantitative approach is well suited to balance a portfolio’s sustainability goals (e.g. low carbon) against the pursuit of alpha.

Low volatility

The low volatility anomaly refers to how lower risk assets tend to outperform higher risk assets over the long term.

Multi factor

Factors are any characteristic that helps explain the long-term risk and return performance of an asset. Multiple factors can be combined to ensure a more dependable delivery of outperformance.

Single factor/passive/smart beta

From simple passive and single or multi factor smart beta to customised tracking strategies, our team can offer cost efficient strategies to suit a wide array of portfolio objectives.

Our team

The specialists in the team have clearly defined responsibilities but come together in a collaborative manner to derive the best outcomes for our clients.