Solutions and Capabilities Quantitative Investments
Quantitative Investment Strategies provide portfolio diversification from mainstream equity and bond markets. Our strategies invest across alternative assets, managed futures and smart beta.
Our Quantitative Investment Strategy team provides liquid exposure to a range of diversifying investment strategies and styles. These can complement traditional investments.
By offering investors access to sources of return separate from equity and bond markets, we help to improve portfolio diversification. This reduces sensitivity to equity market declines.
We focus on a specific range of investment strategies. Our goal is to make liquid alternatives more accessible by providing institutional-caliber strategies and services in cost-efficient vehicles.
Our investment professionals are highly experienced. They have spent many years developing, investing in, and managing alternative investment strategies. They know how alternative strategies perform in different market situations and interact in a portfolio. QIS has a long track record, dating back to 2007.
We also calculate the industry-leading Credit Suisse Hedge Fund Index and Credit Suisse Liquid Alternative Beta Index (see http://www.credit-suisse.com/lab).
The strategies offered include:
The Credit Suisse Multi-Alternative Strategy seeks to generate attractive risk-adjusted returns through an allocation process which combines discretionary insights with systematic investment tools.
The strategy invests across a range of asset classes and alternative investment styles. We aim to limit correlation to stocks and bonds, and to manage volatility and drawdown risk.
Additionally, our goal is to maintain a high degree of liquidity and transparency. Cost efficiency may increase the strategy’s return potential relative to higher-cost alternative investment options.
The Credit Suisse Managed Futures Strategy systematically provides exposure to market trends across asset classes, geographies and time horizons.
Uncorrelated to traditional markets, Managed Futures aims to generate profits during periods when growth-risk-exposed assets decline significantly. This profile makes it potentially a good portfolio diversifier that can help reduce overall portfolio risk and improve performance, especially in stressed market scenarios.
The strategy, which has a 5+ year track record, is used as an industry benchmark and consistently ranks as a top performer versus its peers.
Using only liquid securities, the Credit Suisse Liquid Alternative Beta Index seeks to replicate the return of the overall hedge fund industry, as represented by the Credit Suisse Hedge Fund Index.
The Credit Suisse Liquid Alternative Beta (LAB) Index reflects the combined returns of the individual LAB strategy indices – Long/Short, Event Driven, Global Strategies, Merger Arbitrage, and Managed Futures. They are – weighted according to their respective weights in the Credit Suisse Hedge Fund Index.