Quantitative strategies

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

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    Highly experienced

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

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

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