NT ASX Multi-Factor (Core)
Head of Quantitative Investment Solutions, Asia-Pacific
A Core Equity Strategy For All Markets
The NT ASX Multi-Factor (Core) strategy seeks to efficiently deliver excess returns by investing in a diverse portfolio of undervalued, high-quality large cap companies with positive momentum.
Within an end-to-end risk management framework, the strategy seeks to use a quantitatively-driven approach to gain efficient exposure to undervalued, high-quality, and positive momentum stocks to generate consistent risk-adjusted returns relative to the S&P/ASX 300 Index.
- Applies a quantitative multi-factor model with end-to-end risk management
- Seeks to capture market inefficiencies by targeted equity risk factors – quality, low volatility, value and momentum
- Active Risk Management through emphasis only on compensated risks and neutralising positioning towards sectors and size
Head of Quantitative Research and Client Solutions, Australia and New Zealand
An Australian market perspective on exploiting global return drivers.
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