In some situations, a sophisticated efficient capture of market returns is the most important objective for an investor.
Our Quantitative Investment team manages a range of products to satisfy a variety of requirements:
- Passive strategies that target the return of a traditional market capitalisation benchmark, such as the FTSE All Share Index
- Our pragmatic replication approach manages the costs of replication as well as the matching of benchmark return in an optimal, scalable, repeatable and risk-controlled process
- Strategies that seek to provide consistent exposure to a fundamental index, rather than a market capitalisation index
- In particular we manage a range of strategies linked to the FTSE RAFI™ family of indices, providing exposure to the UK, Global and Emerging Markets respectively
- Aim to exploit market inefficiencies to generate small excess returns relative to the benchmark, for a similar level of risk.
- Taking an index as the starting point, our investment process models equity strategies such as value, prudent management, financial strength, trend and others, to identify a strong investment rationale or theme that in back testing, is proven to outperform over a business cycle
- It then combines these proprietary strategies to tilt the portfolio according to the identified theme targeting a consistent risk-adjusted relative return
We also manage a range of bespoke derivative and structured products.