What is quantitative investing?
Quantitative investing uses technology and modelling to perform investment analysis, identify investment opportunities, and to select what goes into, and what is left out of a portfolio.
Who are Rosenberg Equities?
Rosenberg Equities has been synonymous with quantitative investing since 1985. We were one of the original quant start ups and among the first to develop advanced models of fundamental data to analyse millions of data points to identify investment opportunities. By building on over 30 years of heritage and with investments in machine learning and alternative data, we ensure our portfolios are built using the best quantitative modelling techniques available. Our experience extends to non-financial data, and we were one of the first quantitative managers to fully integrate Environmental, Social and Governance (ESG) considerations into all of our portfolios. We do so because we believe thoughtful use of this data helps us capture better fundamentals; by integrating ESG we reduce risk and improve investment outcomes. To us, it’s the right way to invest.
Rosenberg Equities is not your average investment manager, or your typical quant. Our highly systematic approach to investing is complemented by our teams’ unbridled curiosity and excitement at finding creative solutions to our clients’ investment problems. Our people make the difference.
Fresh thinking from the original quant
Just as the industry and the needs of our clients have changed, we too have adapted and evolved. We balance decades of experience and our capacity for fresh thinking to find better information and generate better insights, which we believe will deliver better investment outcomes for our clients. Whether it’s using natural language processing to quickly analyse company filings and analyst call transcripts, applying machine learning techniques to manage tail risks, or integrating new insights such as the importance of board diversity when assessing earnings quality, we aim to be at the forefront of developments in the investment landscape. In doing so, we build the bridge between today and our clients’ tomorrow.
Few asset managers put ESG (environmental, social and governance) beliefs at the heart of their investment philosophy, but our commitment is such that we have integrated ESG criteria into our core investment process across all of our strategies. We are committed to a more sustainable form of equity investing and believe that this will deliver better investment results in the long term. Find out more about Rosenberg and ESG.
Value returns: Bringing the “multi” back to multi-factor
Long-suffering factor investors may only be willing to whisper it, but the data say it loud and clear: value is back.
Real rates and factor performance
US 10-year Treasury yields have risen by more than 0.70% so far in 2021.
Perspectives - Global Equities
Global stocks were sharply higher in the fourth quarter of 2020 as three separate vaccines were found to be effective against the coronavirus and a number of countries swiftly started inoculations.