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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 report 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.
 
This Risk.net special report, commissioned by Societe Generale, 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.

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