Quantitative Investment Strategies

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

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

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.