QES Investable Strategies

Since Yin Luo and the QES team joined Wolfe Research in 2016, they have published over 100 papers (totally >4,000 pages), with 30+ live models. One the most common questions from clients is whether our models still deliver alpha once trading costs and other institutional constrains (e.g., turnover) are accounted for. To demonstrate the realistic alpha of our strategies, we introduced the investable versions of our sophisticated quantitative models. We take some of our high conviction models (e.g., MALTA, SHIELD), and overlay them with our proprietary risk models and portfolio construction tools to show the performance of investable products.

We track the performance of each investable strategy on a daily basis and performance is reported every month. Offering these products allows investors to gain exposure to top-quality quantitative strategies without needing to incur the massive expense of building out a full data infrastructure. Our strategies span a broad range of themes, from machine learning, alpha in an inflationary environment, and models designed to outperform during large market drawdowns. We offer investable products across every investment thesis and horizon.