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

    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.

equity
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.
equity
ESG
A quantitative approach is well suited to balance a portfolio’s sustainability goals (e.g. low carbon) against the pursuit of alpha.
equity
Low volatility
The low volatility anomaly refers to how lower risk assets tend to outperform higher risk assets over the long term.
equity
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.
equity
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.

Insights

View all
equity
Quantitative

Investing in Asia through a factor lens

08 Mar | Ben Dunn, CFA

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

equity
Quantitative

ESG accelerated

09 Dec

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

equity
Quantitative

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 ...

equity
Quantitative

Will artificial intelligence take over quantitative investing?

31 Mar | Ben Dunn, CFA

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

equity
Quantitative

Are low volatility stocks still defensive?

12 Nov | Ben Dunn, CFA

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

equity
Quantitative

Unlocking alpha: A quant approach to investing in China A

30 Jan | Ben Dunn, CFA , Jie Lu, PhD, CFA

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

equity
Quantitative

Low volatility strategies – Why investors need no longer sell in May

27 Jun | Ben Dunn, CFA

The outperformance of low volatility strategies in the month of May and in 2018 is ...

equity
Quantitative

The low volatility anomaly: Examining the evidence

16 Jan | Ben Dunn, CFA

Traditional finance theory suggests that investors need to take higher risks to ...

equity
Quantitative

Smart Beta versus Active Quant Management – Accountability Matters

19 Nov | Ben Dunn, CFA

Smart Beta strategies are increasingly becoming mainstream investments. By ...

equity
Quantitative

Low volatility strategies: Back in the limelight

15 May | Ben Dunn, CFA

Volatility has made a comeback. Given still healthy market fundamentals, low ...