We believe that persistent inefficiencies in capital markets present opportunities for risk-adjusted return. At KJSS INVESTMENT LLP we look to harness this potential through our global quantitative investment capability.
Our team of over 15 quant specialists has developed a comprehensive range of clear rules-based approaches to generate systematic performance for our clients from equities, fixed income, and derivatives.
Combining innovative research, investment theory, and an in-depth understanding of sources of investment return, we seek to use our quant expertise to achieve our client’s risk-return goals reliably, efficiently, and cost-effectively.
Key benefits
LI Quantitative Investing Capabilities
Beyond indexation
With our experience in quant-based strategies, we have since
developed a range of solutions to achieve excess return in a consistent
and efficient way.
Environmental, social, and governance (ESG) considerations are embedded
throughout our investment process to enhance returns, mitigate downside
risk, and support our role as responsible investors.
Factor-driven approach
We focus on ‘factor premia’ – stock characteristics shown to be persistent drivers of excess return, such as value, quality, momentum, and low volatility. Our BETTER Beta range uses factor ’tilts’ to target above-benchmark returns without additional risk. Our SMARTER Beta strategies concentrate factor exposure to maximize risk-adjusted return.