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Quantitative equity strategies

We use innovative methods designed to detect and exploit factors that influence equity prices.

Broad systematic capabilities

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.

Don Tunnell
Don Tunnell
Co-Director, Quantitative Investment Group

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.

Don Tunnell
Co-Director, Quantitative Investment Group

Examples of where we put quant to work

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

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Wellington clients can invest in many of our investment approaches through separate accounts and an array of funds. For more information about investing in a separate account or US fund, please contact us

All figures as of 30 September 2021

Fundamental equity strategies

Our actively managed equity approaches span disciplines, geographies, industries, market capitalizations, and styles in order to meet our clients' objectives.

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Quantitative equity strategies

We use systematic analysis to detect and exploit factors that influence equity prices

 

LEARN MORE

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