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.
LI Quantitative Investing Capabilities
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.
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.