Strategies & Capabilities

Active Quantitative Equity (AQE)

Our Latest Thinking

Integration of ESG into the Active Quantitative Equity Investment Process

In Active Quantitative Equity, we view ESG as an alternative, non-traditional quality signal capturing difficult-to-measure corporate characteristics, which are diversifying compared with traditional measures of financial quality. We have recently upgraded our ESG signal to embrace the benefits and scale of the Sustainability Accounting Standards Board’s reporting framework and State Street Global Advisors’ leading-edge ESG data infrastructure.

15 September 2020
How We’re Forming Our Investment Response to Coronavirus

The first order effects of the coronavirus shock have been acute, but the longer term will bring more widespread economic impact — likely an economic downturn and subsequent recovery, each of unknown timing, magnitude and duration.

16 March 2020
Sectors that Surprised in the Coronavirus Market Drawdown

Retailing and Autos as well as Software & Services generated unexpectedly elevated returns.

12 March 2020
An Evaluation of 80:60 Strategies in Various Global Equity Markets

Defensive equity strategies with 80:60 characteristics can meaningfully outperform their regional benchmarks

12 March 2020
Podcast: Busting Myths and Understanding the Potential of Defensive Equities Across Market Cycles

30 March 2019
Podcast: The Defensive Dilemma: How Investors Can Balance Equity Market Upside & Downside Participation

16 December 2019

AQE Strategies

78% of our Active Quantitative Equity strategies beat their benchmarks over a five-year horizon.*

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