Investment approach.
Active, rooted in science, and optimized against tailored risk
forecasts, our process blends quantitative precision, human
oversight, and adaptability designed in an effort to deliver
better outcomes for investors.
Quantitative investment management process:
Portfolio manager oversight of security selection seeks to align stock choices
with strategy objectives, taking steps to prevent false positives (misleadingly
favorable data) and false negatives (misleadingly unfavorable data) from
influencing trade decisions.
Research
Identify key market drivers, then validate a subset from over
factors for their time-tested and universal properties
Tailor
Rene factor denitions into reliable indicators and group
them into complementary composites
Build
Design diversied, risk-optimized strategies around value,
quality, momentum, low volatility, and income characteristics
Optimize
Leverage technology to help enhance models based on
e•cient trade-o• between returns and risks
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