Quantitative Investments

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

Our team of over 30 quant specialists* operate from Edinburgh, London, and Shanghai. They 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 clients’ risk-return goals reliably, efficiently and cost-effectively.

* As at 30 June 2018, Source: Standard Life plc, Aberdeen Asset Management PLC

For a full understanding of Aberdeen Standard Investments' Quantitative Investments expertise and global reach, please click the link below:

Key Benefits

Beyond indexation

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 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 maximise risk-adjusted return.

Our DISCOVER Alpha strategy, developed in partnership with Japanese think-tank MTEC, uses artificial intelligence to beat market returns through dynamic factor timing.