Quantitative Investment Strategies

Our quantitative investment strategies (QIS) team is in charge of designing systematic strategies and packaging the quantitative strategies into an investable format via innovative and efficient underlyings, in open architecture.

The team has a cross-asset coverage and is organized in streams of market specialists: equity derivatives, equity cash, fixed income & currencies, commodities, cross-asset portfolios.
The main types of systematic strategies at Societe Generale are:

  • Smart Beta: Long-only strategies - designed to outperform traditional benchmarks by tilting the composition.
  • Alternative Risk Premia: Long-short strategies - designed to provide a positive return profile (earned for bearing a specific risk) with low correlation to traditional assets (ex: carry or yield enhancement solutions).
  • Hedging overlays: Systematic derivatives based overlays – designed to protect portfolio against bear markets.