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.
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.
18 Aug |
Ben Dunn, CFA
Yee Kiat Chew
Integrating Environmental, Social and Governance (ESG) factors into the investment ...
31 Mar | Ben Dunn, CFA
The lines are blurring between the quantitative and machine learning/artificial ...
30 Jan |
Ben Dunn, CFA
Jie Lu, PhD, CFA
In a recent whitepaper, we assessed the viability of deploying quantitative strategies ...
27 Jun | Ben Dunn, CFA
The outperformance of low volatility strategies in the month of May and in 2018 is ...
16 Jan | Ben Dunn, CFA
Traditional finance theory suggests that investors need to take higher risks to ...
19 Nov | Ben Dunn, CFA
Smart Beta strategies are increasingly becoming mainstream investments. By ...