We believe that persistent inefficiencies in capital markets present opportunities for risk-adjusted return. At abrdn we look to harness this potential through our global quantitative investment capability.
Our team of highly skilled quant specialists operate from our Edinburgh and London offices. The team manages 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 clients’ risk-return goals reliably, efficiently and cost-effectively.
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Beyond indexation
abrdn has over a decade’s experience in quant-based strategies. Having launched our first indexation strategies in 2005, 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.
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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 maximise risk-adjusted return.
Our DISCOVER Alpha strategy uses artificial intelligence with the aim of beating market returns through dynamic factor timing.
