Commodities and Global Markets
Our Quantitative Investment Strategies (QIS) provide investors with systematic exposure to established sources of return across all major asset classes, including equities, fixed income, FX and commodities, where we are particularly strong.
Returns can be driven by academically proven phenomena, fundamentals, corporate flows, or by taking on risk from other market participants, subject to a premium.
The strategies can take a variety of forms: from absolute return, to smart beta and volatility-based indices. They are often derived from well-known and documented factors such as carry, trend, volatility and value, to name a few. 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 with quantifiably robust outcomes.
Technological prowess, adaptability and an inherent client-centric approach.
~ 50 people across sales, structuring and trading with 24-hour coverage in New York, London, Paris, Singapore and Sydney
Established in 2012, the QIS team consists of industry veterans with strong finance and quant backgrounds globally
Leveraging our real asset experience to provide insights into the differentiated issues and trends that drive industries and markets
Our pioneering technology platform incorporates the latest in state-of-the-art technology for machine learning modelling, which includes intraday data snapshots, enabling us to deliver bespoke, high-performing strategies. Its flexibility supports adaptability under varying 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.
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.