Active Quantitative Management

Between rigour and experience

We offer a unique perspective on investing in financial markets by combining the robustness of a quantitative (mathematical) approach and the know-how of experienced teams. This is the cornerstone of our innovative and transparent quantitative investment solutions.

A combination of rational portfolio managers and quantitative models

Meaningful investment decisions based on rigorous mathematical tools combined with our solid market experience.

An optimal risk reward

Our singularity: the search for an optimal return on risk. We offer transparent investment solutions with clear utility functions: build risk-based portfolios with a constant search for the right balance between performance and risk.

Market experience

Our quantitative equity team has over 20 years of average experience and participated in the launch of most of our strategies. Investment strategies tested over multiple financial cycles and market situations.

An integrated approach to responsible investment

Holistic financial or extra-financial risk assessment to analyse all the risks that could affect portfolios’ risk/return profiles. A wide range of assets and several funds certified with the French SRI label.

An infrastructure that can be adapted to specific client needs

A modular quantitative framework allowing us to offer tailor-made solutions to meet specific client needs: risk/return profile, dedicated hedging strategies, geographical selection, integration of ESG criteria, combination of strategies, etc.

6.5

bn assets under management

53 %

of total AuM in dedicated solutions

44 %

of total assets managed with ESG integration

Explore our expertise

In our three areas of expertise, we offer specific approaches and different types of strategies, with a common objective: optimal return on risk.

Equities from a different angle

With an approach that puts risk at the core of portfolio construction, we offer new perspectives on equity markets. Investment diversification and robust risk-adjusted returns over the long term can be differentiating and complement traditional fundamental approaches within an allocation.

  • Risk-based approach to equity markets;
  • Optimise the risk embedded into portfolios to provide attractive risk-adjusted return;
  • Rigorous implementation through proprietary quantitative models.

Thinking outside the box

Diversifying solutions, additional to traditional fundamental management

A risk-oriented approach to equity markets that helps overcome behavioural biases and offer diversified security selections.

Time-tested proprietary models

Mathematical tools for stock management and analysis, specifically developed by our teams for efficient and objective data processing.

Our strategies

Strategies designed to meet clear management objectives adapted to clients’ specific needs: optimizing potential returns according to risks levels in absolute terms (MinVol or Minimum Volatility Strategy) or in relative terms (Equity Factor Investing Strategy).

  • target

    Minimum Volatility

  • process

    Equity Factor Investing

Multi asset: combining performance and risk management

We believe that adaptability to the market environment, discipline and risk analysis are the foundations of robust long-term performance. We offer multi-asset class expertise through a truly flexible approach combining quantitative and fundamental analysis. The resulting strategies:

  • Offer exposure to traditional asset classes: equities, government bonds and international currencies;
  • And aim to generate a robust long-term return through the management of short-term risks and opportunities.

A harmonious duality to serve clients

Three dedicated and experienced experts

An investment team, with additional profiles, in charge of the expertise since 2007 which offers investors its macro-economic, financial and technical skills to build bespoke solutions.

Proven and evolutive proprietary models

Transparent and evolutive mathematical investment tools developed by the investment team.

Our strategies

Total return multi-asset strategies, benchmark-agnostic, designed to optimise the risk/return trade-off of investments.

 

  • strategy

    GLOBAL MACRO

  • quantamental

    MULTI STRATEGIES

Volatility & Overlay:  volatility, an expertise per se

Volatility is a two-fold notion: it is a risk indicator and a liquid asset class that can be invested in.
We have developed specific Volatility & Overlay expertise that aims to offer investment solutions on volatility as an asset class guided by the same philosophy: it is possible to exploit volatility behaviours through strategies that meet specific needs in terms of return:

  • Long Volatility: A strategy which structurally buy volatility to generate return in volatile market situations;
  • Volatility Risk Premium: A strategy which structurally sell volatility to generate long-term positive return by capturing the volatility risk premium;
  • Overlay strategy: Tailor-made solutions, called “overlay hedging”, combining hedge against volatility and yield generation opportunity.

Key points

Solutions additional to traditional investments

Diversification opportunities through an investment in volatility as an asset class.

Liquid and listed instruments

Liquid and listed instruments, actively managed, to ensure responsiveness especially in high market volatility conditions.

Dedicated specialists

Dedicated investment experts, pioneers in volatility management.

 

Our strategies

  • strategy

    Long Volatility

  • podium

    Volatility Risk Premium

  • life-cycle

    Overlay