Our approach
Building robust strategic beta and alternative beta portfolios demand skills beyond those needed for the management of traditional market cap-weighted strategies. That’s where the expertise of our specialist Quantitative Beta Solutions team really proves its worth.
Quantitative research at the core
Expertise
A highly experienced investment team with a long track record managing factor-based strategies and the resources to maintain a robust quantitative research agenda.
Process
An integrated approach combining quantitative research and portfolio management capabilities with an embedded technology platform and world-class trading team.
Results
A range of strategic beta and alternative beta solutions designed to boost diversification and provide the potential to enhance risk-adjusted returns.
Access the power of factor-based investing
Factors are a description of risk that can be used to deconstruct investment returns, within and across asset classes. Certain factors are backed by a strong economic rationale and are expected to provide positive returns over the long term. These compensated factors include traditional asset class risk premia, such as equity beta or duration, as well as strategic beta factors like value, momentum, carry and quality.
For more information, please call or email us. You can also contact your J.P. Morgan representative.