Multi Asset

As we approach 2026, high equity valuations, shifting inflation dynamics, and rising cross-asset dispersion are reshaping the investment landscape. With traditional portfolio strategies like the 60/40 model facing new challenges, diversification is becoming a practical necessity. The Solutions team from the Quantitative Investments Boutique explores how these structural shifts are driving the return of the multi-asset cycle and what it means for investors navigating this new market regime.

Government bonds are primarily driven by moves in their underlying interest rates – and these rates are highly correlated. In this QuantaByte, we show how correlated interest rates really are, and what conclusions an investor can draw to tackle this problem.

Rising concentration in the S&P 500 has made markets more sensitive to a handful of mega-cap stocks driving performance. While technology remains dominant, this imbalance raises questions around volatility, diversification, and market resilience. The Solutions team from the Quantitative Investments Boutique explores how concentration has evolved and what it means for investors navigating today’s equity landscape.

FX is fragmented by nature — and that’s exactly what makes it valuable. Our latest Quanta Byte explores how FX trends offer independent return streams that passive hedging misses. Discover what happens when FX diversification starts doing more than just reducing volatility.

Our research shows sectors deliver both top and bottom returns, while factors—especially Quality, Dividend Strength and Minimum Volatility—offer more predictable, diversified, and stable performance. We use sectors tactically based on business cycle signals, but our strategic focus remains firmly on factors for consistent, risk-adjusted returns. Discover the Hybrid Investment team’s view on Minimum Volatility equity strategies over the business cycle at the Quantitative Investment Boutique.

Traditional volatility models often lag real market shifts, leaving portfolios vulnerable. Our new Quanta Byte introduces State-dependent Risk (SDR) - a dynamic approach that adapts faster to evolving conditions. By leveraging historical patterns and similarity measures, SDR more accurately forecasts volatility, helping investors navigate risk and protect their ascent.

Focusing on the hit rate: not every trade needs to be a winner. Like Federer’s 54% point success that translates into 80% match wins, flipping losing positions can amplify returns. Our latest Quanta Byte explores how even modest improvements in selection can propel consistent portfolio outperformance across market cycles.

What lies ahead for investors with a Trump-led government? From tax policies to trade, the Multi Asset Boutique dives into market reactions and potential economic impacts.

Watch and learn about the latest trends in Quantitative Investment’s systematic approach, in volatility, equities, fixed income and Fx

As we navigate this historic US election, with its many twists and turns, our latest Quanta Byte explores how real-time data can be used to forecast outcomes and the potential effect of these outcomes on US equities.

Quality companies can keep pace with bull markets due to above-average profitability and consistent growth prospects. In bear markets, investors flock to quality companies as their stable earnings and strong balance sheets can minimize drawdowns. While now may be the time for quality, this style can perform well in different market regimes.

With its most recent escalation, the Israel-Hamas conflict now threatens to spread and become a broader conflict in the region.