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.

September 15, 2020 By Toby Warburton
The Global Defensive Equity Strategy in the COVID-19 Era

In the COVID-19 era, investors face a difficult challenge: achieving return objectives in a persistently low-yield environment while still being mindful of risk as equity markets return to more normal levels of volatility.

June 30, 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.

March 16, 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

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

March 30, 2019

AQE Strategies

How can our capabilities help solve your investment problems?

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

How We Work

1. Identify an investment problem and the investment intuition about that problem
2. Develop a well-informed, testable hypothesis based on strong economic rationale
3. Identify an effective method and the relevant metrics to test the hypothesis
4. Build the model and test the hypothesis
5. Incorporate the signal into the stock selection model

Searching The World For Alpha

Meet the Team


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