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Quant Investment Process

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MISSION

Pursuit of long-term and stable returns that exceed benchmark

Follow the benchmark
in a stable manner

Create index basket
An index basket that
replicates KOSPI200
Tracking error thresholds
management

Stable generation of excess returns

Quant strategy
Pursuit of excess
returns by discovering
stocks via quantitative
analysis
Relative value strategy
Pair Trading
Switching between
stocks and futures
Other strategy
Investment in
public offerings
Participation in
Block Sale

Investment Process

Stable and consistent returns that exceed benchmarks

The market (benchmark) is an important element in client asset management.

- The mission of an asset management company is to consistently beat benchmarks regardless of market conditions.

- Utilization of benchmark following strategies to ensure stability of funds.

“Consistently beating benchmarks” is our management style.

- Pursuit of excess returns with enhanced index portfolio using quantitative modeling

- Pursuit of stable excess returns using various strategies such as pair trading and switching.

- Systematic risk management and efficient asset management process via developing factor models.

Strengths
- Enhanced reliability in performance via stable asset management that places a high priority on following benchmarks.
- Consistent pursuit of excess returns to ensure that benchmarks are exceeded in the long term.