Commodities and Global Markets

Quantitative Investment Strategies

Partnering with investors to enhance returns through exceptional quantitative methodologies and innovative technologies.

Our Quantitative Investment Strategies (QIS) provide investors with systematic exposure to established sources of return across various asset classes, including equities, fixed income, FX and commodities, where we are particularly strong.

Returns can be driven by fundamentals, corporate flow, or by taking exposure to known risk factors. The strategies are often derived from well-known and documented factors such as carry, trend, volatility and value. They are designed to drive investment growth in a way that aligns closely with an investor’s own risk strategy, existing exposures and investment goals and range in form from absolute return to tail-risk hedging strategies.  

Why Macquarie?

Technological prowess, adaptability and an inherent client-centric approach.

24-hour coverage

~ 50 people across sales, structuring and trading with 24-hour coverage in New York, London, Paris, Singapore and Sydney

Industry veterans

Established in 2012, the QIS team consists of industry veterans with strong finance and quant backgrounds globally

Real asset experience

Leveraging our real asset experience to provide insights into the differentiated issues and trends that drive industries and markets

Winning formula

Our cutting-edge technology platform allows us to incorporate machine-learning and intraday trading within our strategies. Its flexibility enables us to deliver bespoke high-performing strategies to our clients and supports adaptability in stressed market conditions where rapid trade and the swift creation of new indices are key.

We partner with investors to turn concepts into tradeable models, crafted to suit their needs yet founded on solid academic and fundamental research. We manage the entire value chain meticulously to enable efficient implementation, execution, post-execution customisation and risk reporting.

All strategies are curated by our specialist team utilising their strong academic credentials, and in-depth industry and analytical expertise. This is supplemented by our longstanding commodity-specific and cross-asset trading expertise across the wider business.

Listen now

Harnessing the power of quantitative investment strategies with technology and academia

This episode of Macquarie’s Perspectives podcast explores the power of Quantitative Investment Strategies (QIS). Maia Mathieson and Gerald Rushton from Macquarie’s QIS team, discuss how the roots of quantitative investment strategies lie in academia and how these strategies strike a compelling balance between human judgement and technology.

Executing a Quantitative Investment Strategies (QIS) index based on machine learning

Macquarie and Protean Capital LLP (Protean) execute the first Quantitative Investment Strategies (QIS) index that uses signals based on reinforcement learning for systematic volatility strategies in the market.

Find out more

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