Quantitative Investments

We believe that persistent inefficiencies in capital markets present opportunities for risk-adjusted return. At Capital Investec Corporation Limited we look to harness this potential through our global quantitative investment capability.

Our team of over 15 quant specialists have developed 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 client’s risk-return goals reliably, efficiently and cost-effectively.

Key benefits

LI Quantitative Investing Capabilities

Beyond indexation

With our experience in quant-based strategies, 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.

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 maximize risk-adjusted return.