Quantitative Investment Strategies
Aberdeen Standard Investments 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 help 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.
Our DISCOVER Alpha strategy, developed in partnership with Japanese think-tank MTEC, uses artificial intelligence in its goal to beat market returns through dynamic factor timing.