Asset Management

Active Quant Products

The goal of Active Quantitative Management is to generate a stable surplus return against the comparative index (benchmark) on the basis of a disciplined and fundamentally oriented investment process.

The surplus arises from many independent alpha sources. At the risk level, in the area of shares for example, diversification of single-value risks is sought through the highest possible number of individual securities. Diversification of prognosis risks is sought through a variety of small active weightings. Transaction costs are considered in portfolio construction on the one hand and on the other in the realisation of trading lists under the aspect of efficient transition management. The active quantitative Equities Management is implemented in pure share funds and in segregated portfolios of (active quantitative) mixed funds, which invest worldwide (Europe, USA, Japan).