Quantitative Investments
We believe that persistent inefficiencies in capital markets present opportunities for risk-adjusted return. At Wakehurst Investments we look to harness this potential through our global quantitative investment capability.
Our team of over 15 quant specialists have developed a comprehensive range of clear rules-based approaches to generate systematic performance for our clients from equities, fixed income and derivatives.
Combining innovative research, investment theory and an in-depth understanding of sources of investment return, we seek to use our quant expertise to achieve our client’s risk-return goals reliably, efficiently and cost-effectively.
Key benefits
LI Quantitative Investing Capabilities
Beyond indexation
With our experience in quant-based strategies, we have since developed a range of solutions to achieve excess return in a consistent and efficient way.
Environmental, social and governance (ESG) considerations are embedded throughout our investment process to enhance returns, mitigate downside risk and support our role as responsible investors.
Factor-driven approach
We focus on ‘factor premia’ – stock characteristics shown to be persistent drivers of excess return, such as value, quality, momentum and low volatility. Our BETTER Beta range uses factor ’tilts’ to target above-benchmark returns without additional risk. Our SMARTER Beta strategies concentrate factor exposure to maximize risk-adjusted return.
info@wakehurstinve.com
24, Gordon Street, Coffs Harbour, New South Wales, Australia
9:00 - 18:00