Research-driven quantitative investment processes built on academic, economic and behavioral foundations implemented by experienced market practitioners are the key to achieving superior investment performance.
Within equities, usage of select carefully chosen value, growth and quality factors is the most robust basis for achieving excess returns.
Dynamic, Not Static
Building multi-factor equity portfolios is the most effective tool for leveraging factors into outperformance.
An adaptive, dynamic approach to choosing those factor weightings that reflects how investor behavior varies over sectors and time will generally outperform a more static approach.
The Value of Experience
Given the finite and changing nature of asset classes, dynamic asset allocation is often best executed via a combination of quantitative techniques and fundamental judgment of seasoned investors.
Adding Alpha in Execution
Efficient portfolio implementation, both by building a diversified portfolio to maximize return per unit of risk and by cost-efficient execution, is an important contributor to achieving and preserving outperformance.
Thoughtful ESG Approach.
We believe that ESG-related factors can be important in determining the future value of equity prices. Through our focused research, we seek to identify the best ways to use signals that capture ESG effects and combine them with other stock selection signals to identify attractive investment opportunities. Please click here for our ESG Policy Statement.