Factor investing
Our equity management offering features an approach based on a quantitative process for selecting factors and companies, depending on market cycles.
A equity strategy that has proven itself in various market configurations
Multi-factor quantitative investment is an alternative to both active and passive traditional strategies and offers a new opportunity for diversification.
In combining traditional fundamental research with quantitative modelling, multi-factor quantitative strategies create broadly diversified portfolios of Eurozone, European and international equities.
To adjust to the individual needs and constraints of each of our clients, our proprietary model can be personalised by investment universe, investment styles, targeted returns, and risk indicatorss.
The team's expertise also extends to innovative and promising strategies such as ESG, ethical criteria, etc.
The investment philosophy is based on the capacity to seize investment opportunities that are specific to each market configuration and thus aims to adapt the investment process and particularly the target style to the market context.
Dynamic, multi-factor investment management
Our convictions
- Factors explain long-term returns on the equity markets.
- Market cycles influence the returns achieved by factors.
- Each investment universe has its own trends and special features.
- External events may affect the financial perception of equities.
Implementing those convictions
- A systematic combination of strategic factors and a "bottom-up" selection of equities.
- Identifying market configurations and the appropriate multi-factor model.
- Adjusting the model to the target (ESG, region, theme, market cap, etc.)
- Creating and steering the model by the management and research teams.
