We exploit market inefficiencies caused by behavioural biases and market structure dynamics by identifying factors which we believe drive financial asset returns.
Our focused team of quant specialists have experience working in some of the world’s most diverse, illiquid and inefficient markets.
Our comprehensive proprietary alpha model is supported by a robust research and development framework.
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.
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.
The low volatility anomaly refers to how lower risk assets tend to outperform higher risk assets over the long term.
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.
Investing in Asia through a factor lens
08 Mar | Ben Dunn, CFA
Quantitative investment strategies based on factor investing have been employed in ...
Although investor optimism on the global economic recovery remains high, it is ...
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 ...
Will artificial intelligence take over quantitative investing?
31 Mar | Ben Dunn, CFA
The lines are blurring between the quantitative and machine learning/artificial ...
Are low volatility stocks still defensive?
12 Nov | Ben Dunn, CFA
Investors shunned traditional low volatility stocks in favour of stay-at-home stocks ...
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 ...
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 ...
The low volatility anomaly: Examining the evidence
16 Jan | Ben Dunn, CFA
Traditional finance theory suggests that investors need to take higher risks to ...
Smart Beta versus Active Quant Management – Accountability Matters
19 Nov | Ben Dunn, CFA
Smart Beta strategies are increasingly becoming mainstream investments. By ...
Low volatility strategies: Back in the limelight
15 May | Ben Dunn, CFA
Volatility has made a comeback. Given still healthy market fundamentals, low ...