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Quant on quant: picking winners in the era of machine investing

Bloomberg Published on Mon, Jun 05, 2017 / 8:32 AM GMT+8

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(June 5): The burgeoning field of computer-driven investing has grown so large and complex that a Singapore family office has decided you need a quant to find the right quants.

Multi-family office Gao Capital plans to open Asia’s first independent research service for investors that’s focused exclusively on funds employing quantitative models. Gao Capital’s research has involved scrutinising the funds’ correlations to market moves and to one another, as well as risk and volatility measures.

“We want to be the stamp of approval for quant funds,” said Chauwei Yak, who co-founded Gao Capital in 2008 in New York before moving to Singapore two years later. “Our aim is to help people find the right quant fund for their portfolio.”