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Our research has shown that certain factors have historically been closely associated with stock outperformance. Empirically strong and pervasive across time and geography, the alpha of these factors can be traced to a combination of behavioral inefficiencies, market structure, and risk premia. Our Quantitative Investment Group (QIG) seeks to exploit these factors, managing client assets in a variety of systematic approaches, including emerging market, low volatility, small cap, and alternative strategies.
We have an experienced, talented team of people with diverse, eclectic skills who are investors first, but then apply model-based, systematic quantitative investment tools to their insights.
|Less efficient market segments with large universes:||Emerging-market equities|
|Areas where risk management and portfolio construction may provide an edge:||Low-volatility strategies|
|Strategies that break the bonds of the long-only constraint in an effort to more efficiently express views on excess return potential:||Alternatives|
Our actively managed equity approaches span disciplines, geographies, industries, market capitalizations, and styles in order to meet our clients' objectives.
We use systematic analysis to detect and exploit factors that influence equity prices