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Quantitative Investments
Anchoring performance
We want to build our performance on firm foundations. Our focus is therefore on assets and markets that are sufficiently liquid to ensure normal on-going operations. Since performance corresponds to proportional risk-taking, we continually seek to dynamically rebalance our portfolios based on those risks most likely to be remunerated.
Objective Decision Making
Our portfolio managers rely on Lyxor’s sophisticated technological resources and established research expertise to develop investment strategies. Our process is primarily focused on defining investment models rather than on selecting specific investments. The result is an intrinsically disciplined approach where risk management is at the heart of the investment process.
The importance of transparency
Quantitative asset management can offer a high level of transparency and clarity as to investment methodology and choices. However, although simple in principle, quantitative investment processes can seem complex due to the sophisticated analytical techniques that underlie them. At Lyxor each of our management mandates is clearly defined and the underlying principles are clearly explained. We publish papers that aim to demystify quantitative approaches used on an ongoing basis. Additionally, significant resources are dedicated to providing regular performance reporting and portfolio managers are available to discuss results in detail with investors.
Continual process improvement
Models are the tools Lyxor uses to implement our quantitative management approach but our reliance on them is anything but dogmatic. Inspired by the Japanese industrial philosophy of kaizen, or continuous improvement of processes, we are committed to continuous improvement across all functions ranging from management processes to information systems, operational infrastructure, risk management and reporting.
Our strengths
- Objective investment decisions;
- Established research expertise;
- Commitment to transparency and detailed, regular client communication;
- Continual process improvement.
