Quantitative strategies

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

  • equity

    Highly experienced

    Our focused team of quant specialists have experience working in some of the world’s most diverse, illiquid and inefficient markets.
  • equity

    Rigorous framework

    Our comprehensive proprietary alpha model is supported by a robust research and development framework.
  • equity


    Our global research program has an Asian focus which acknowledges market drivers across the region and the globe.


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.
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.


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M From Euphoria to Volatility Embracing Resilience in an Uncertain World

in insights


From Euphoria to Volatility: Embracing resilience in an ...

19 Aug | Chris Hughes , Michael (Xiaochen) Sun

“It was the best of times, it was the worst of times, it was the age of wisdom ...

M The need for multi factor equity investing in dynamic markets

in insights


The need for multi-factor equity investing in dynamic markets

10 Aug | Jie Lu , Michael (Xiaochen) Sun

“The whole is greater than the sum of its parts” – Aristotle

M Investing in Asia through a factor lens

in insights


Investing in Asia through a factor lens

08 Mar | Ben Dunn, CFA

Quantitative investment strategies based on factor investing have been employed in ...


in insights


Why investors should consider an Asian low volatility ...

03 Aug

With a low volatility strategy, investors can minimise losses, reduce the risk of ...

M Not all carbon emissions are equal

in insights


Not all carbon emissions are equal

10 Mar | Ben Dunn, CFA , Yee Kiat Chew

As low-carbon investing gains momentum, growing regulatory requirements will force ...


in insights


ESG accelerated

09 Dec

Although investor optimism on the global economic recovery remains high, it is ...


in insights


Achieving low carbon portfolios the quantitative way

18 Aug | Ben Dunn, CFA , Yee Kiat Chew

Integrating Environmental, Social and Governance (ESG) factors into the investment ...


in insights


Will artificial intelligence take over quantitative ...

31 Mar | Ben Dunn, CFA

The lines are blurring between the quantitative and machine learning/artificial ...


in insights


Are low volatility stocks still defensive?

12 Nov | Ben Dunn, CFA

Investors shunned traditional low volatility stocks in favour of stay-at-home stocks ...


in insights


Unlocking alpha: A quant approach to investing in China A

30 Jan | Ben Dunn, CFA , Jie Lu

In a recent whitepaper, we assessed the viability of deploying quantitative strategies ...