Quantitative Investing Capabilities
Strategies utilizing factor exposures to deliver targeted outcomes
Quantitative Investing Platform at a Glance
2005 platform established
$10 billion AUM
Explore Quantitative Investing Strategies
Long Only Equities
Global Equity
US Equity
Non US Developed
Emerging Markets
Multi Factor / Custom Beta
Absolute Return
Alternative Risk Premia
Global TAA
Customized
Specialty
Options
Global Macro
Commodities
Risk Parity
RELATED NEWS AND INSIGHTS
What to Expect When You’re Expecting Inflation
Look out for abundant money supply, increasing velocity of money, higher breakeven inflation rates in bond markets, a weaker dollar, higher commodity prices and backwardated commodity futures curves.
A Tentative Recovery
The arrival of coronavirus vaccines means the economy should eventually get out of its sickbed but, faced with risks on both the upside and the downside, the Asset Allocation Committee thinks investors should take things steady.
Integrated Expected Returns
How blending fundamental company insights with quantitative metrics can add depth to the expected return inputs for portfolio optimizations.
A Sustainable Option
The launch of S&P 500 ESG Index options marks a step forward for both ESG investing and the options market.
Solving for 2021: The World After the Coronavirus
Our senior investment leaders look to the coming year in the global economy and markets.
Bracing for Winter, Looking Forward to Spring
Anticipated near-term volatility around the U.S. election and the path of coronavirus may present opportunities to position for an improvement in sentiment in 2021.
Against the Grain
Clear relative-value trades appear abundant in commodity markets, so why is it so hard to make them work in the real world—and is there a solution?
Quarantined From Market Risk?
We look at whether “uncorrelated strategies” lived up to their label through the COVID-19 crisis.Top