“An investment in knowledge pays the best interest.”

– Benjamin Franklin

Qtron Stock Booster Equity

We offer the following medium- to long-term strategies based on Fundamental Boosting approach to our clients.

Global (Long only)

These strategies seek to deliver consistent quarterly excess returns. They are designed for investors who require steady long-term results, while they are mindful of short-term risks.

Global Equity strategies are benchmarked to

  • Large Cap — the MSCI World Index or the similar S&P Developed LargeMidCap Index
  • Small Cap — the MSCI World Small Cap Index or the similar S&P Developed SmallCap Index
  • All Cap — the MSCI World IMI Index or the similar S&P Developed BMI Index

Portfolio tracking error may fluctuate depending on market correlations in the two to four percent range. Portfolios are well diversified and turnover is around one hundred percent a year.

Global (with Long-Short Extension)

For investors who are comfortable with higher risk targets, we offer long-short extensions of the global strategies. Portfolios are expected to achieve higher information ratios as they exploit inefficiencies that are often present only on the short side.

Leverage may vary from twenty percent (120% long/20% short) to an absolute return benchmark-free version.

Emerging Markets

Despite frequent volatility in Emerging Markets, we develop this strategy with a consistent outperformance in mind. We put a meticulous focus on data quality and focus on inefficiencies particularly evident in the Emerging Markets universe.

Emerging Markets Equity strategy is benchmarked to the MSCI Emerging Markets Index or the similar S&P Emerging LargeMidCap Index.

Portfolio tracking error may fluctuate depending on market correlations in the two to four percent range. Portfolios are well diversified and turnover is less than two hundred percent a year.

Or… Customized Strategies

Our public equity coverage is global. Please contact us if you are interested in a subset of the global index.

These may be the MSCI EAFE Index, the MSCI World Index xUS, or a combination of Global and Emerging Markets strategies, such as the MSCI All Country World Index.

Qtron Smart Beta Squared Equity

We offer the following short- to medium-term strategies based on Smart Beta Squared approach to our clients.

Long-Short

Smart beta strategies that exploit behavior of known factors have received a lot of attention among investors ($510 billion in assets according to Morningstar in 2015). These strategies are based on levels of common factors and invest in stocks with specific attributes — for example, twenty percent of the cheapest book-to-price or the highest nine-month momentum stocks.

For investors who desire to go a step further and arbitrage actions based on these known patterns, we offer strategies based on changes in factors. In addition to current readings, we consider full histories of factors and build a model that is intended to outpace stale investors.

Leverage may vary from 100% long/100% short to one determined by our client’s preferences and restrictions. Portfolios are well diversified and turnover is in the three hundred to six hundred percent range.