Quantitative Investment Strategies

Capitalising on our unique quant edge, we provide a wide range of systematic investment & hedging strategies.

QIS illustrationOur offer is based on:

  • 1800+ live indices 
  • 61bn+ USD AUM*
  • Cross asset coverage: equity, fixed income, FX, commodity, volatility
  • Top ranked quant research

The team relies on: 

  • The quant research team, one of the best in the market, offering clients access to the highest quality investment ideas globally
  • The SGI index platform team in charge of governance, platform infrastructure, maintenance of the indices, client reporting and the development of the client web based interface
  • The QIS trading & structuring teams ensure and execute the replicability of the systematic strategies with a specialisation by asset class and a single desk in charge of cross-asset baskets

*September 2021

Main Types of Systematic Strategies

  • Smart beta / thematics

    Long-only strategies - designed to outperform traditional benchmarks by tilting the composition.

  • Yield enhancement 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 portfolios against bear markets.

Analytics and Data

TURN YOUR DATA INTO ACTIONABLE SOLUTIONS

Discover which Analytics and Data solution meets your unique business needs. Powered by extensive market and historical data from our in-house specialists, our offer encompasses a multitude of themes across asset classes.

Quant Lab: 

Visit SG Markets Analytics for more information