Quantitative Investing Capabilities
Strategies utilizing factor exposures to deliver targeted outcomes
Quantitative Investing Platform at a Glance
2005 platform established
$13 billion AUM
Explore Quantitative Investing Strategies
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RELATED NEWS AND INSIGHTS
The Temperature’s Rising
As Treasury yields climb and assets geared to the recovery race ahead, the Asset Allocation Committee asks, will the economy overheat, and should investors consider rebalancing?
The Hedger’s Dilemma
Demand for options-based tail risk hedging is unusually high—but is that predicated on some problematic backward-looking assumptions?
The Bitcoin Experiment
Recent appreciation in the cryptocurrency may be tantalizing, but understanding the dynamics behind this speculative asset is crucial before considering it as a potential investment.
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.Top