Quantitative Investment Strategies Special Report 2019

Quantitative investment strategies (QIS) are gaining prevalence among asset managers, who are under pressure to generate absolute returns at lower costs. This Asia-Pacific-focused Risk.net special report, commissioned by Societe Generale surveys the QIS landscape and looks at how and why they can provide outperformance – taking a look behind the scenes at a leading QIS vendor and breaking down stages of development that go into a product, identifying characteristics of successful products, weighing the pros and cons of risk premia strategies, and looking at a case study on factor-based investing.
 
The report, eliminates any misconceptions about QIS strategies by clearly laying out what they can provide – diversified returns over the long term – and what they cannot: alpha without risk. As the evolution of QIS accelerates, it offers a helpful guide to this rapidly changing asset class, and aims to assist managers in making informed decisions about what products to add to their portfolios.

 

Read/download the QIS special report

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