Leonardo da Vinci
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The greatest deception men suffer is from their own opinions
Leonardo da Vinci
The power of research culture
Over the past 20 years, Robeco has refined its quant investing approach to better serve clients. Our focus on research and fostering an open culture allows us to develop practical, client-centric strategies. We prioritize innovation and collaboration, ensuring ideas are heard and contribute to improving our process. By embracing diverse perspectives, we develop and deliver strategies that align with our clients' needs and help them achieve their goals.
A client-first approach to quant investing
Robeco’s Quant Equities journey began in 2003, responding to a client’s wish for a strategy combining the stability of passive investing with the potential for enhanced returns. This led to the creation of enhanced indexing, offering returns ahead of the market after costs, while controlling relative risk. By 2004, the flagship Global Developed Enhanced Indexing Equities strategy was launched, providing clients with a compelling alternative to traditional passive investments.
Today, Robeco manages over EUR 80 billion (as of December 2024) across quant strategies, with dedicated teams ensuring consistent results. “We focus on continuous improvement and navigating challenges with resilience, always prioritizing client trust and delivering value,” says Wilma de Groot, Head of Portfolio Management.
Discover in our full publication how we’ve built our team and culture by meeting challenges – both internally and from our clients. Explore insightful client interviews sharing their perspectives on quant investing.
Vincent van Gogh
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Do not quench your inspiration and your imagination; do not become the slave of your model
Vincent van Gogh
Combining quant and fundamental
By having access to the strengths of quant investing and fundamental insights, an asset manager can lean on collaborative learning to improve investment processes. “Very few houses excel at both quant and fundamental strategies; that’s a unique edge,” says Portfolio Manager Jack Neele. Through this cooperation, for instance, the Quant Equities team gets feedback from the Fundamental teams on dynamics the model might not pick up.
Cycles of connection
Weili Zhou, Deputy Chief Investment Officer and Head of Quant Investing & Research at Robeco, reflects on the power of connection and collaboration throughout her career. Early on, she focused on helping others, building trust, and forging meaningful relationships within the team. “When you help people without expecting anything in return, they start to see your value, your sincerity, and your strong work ethic,” she shares.
By offering support – whether through data insights or casual coffee chats – she built bonds that enriched both her work and her colleagues’. “Don’t box yourself in a vertical line of production. Always think about what you can add to another person’s process,” Zhou advises.
As her role grew, Zhou sought to instill this spirit in junior researchers, encouraging them to broaden their horizons and connect with the fundamental team. During tough periods like the ‘quant winter’, reconnecting brought invaluable insights, such as reconsidering how to value companies under new macro dynamics.
Speaking to colleagues from fundamental equities "adds perspective to what you’re doing,” Zhou emphasizes. For her, collaboration isn’t just productive – it’s fun. Her philosophy underscores that mutual support, diversity, and open dialogue drive innovation and lasting success. “That’s how I see it.”
Paul Klee
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The creation of a work of art must be accompanied by distortion of the natural form. For, therein is nature reborn.
Paul Klee
Sustainability and customization
Robeco’s approach has evolved into fully customizable solutions, helping clients specify risk, return and sustainability considerations for their investments. This can include elements such as carbon reduction or SDG alignment, which are supported by proprietary tools such as SDG and climate scores. With ongoing innovation in areas like sustainable investing, alpha and portfolio construction research, alongside a culture of in-house collaboration, Robeco continues to lead both in sustainable investing and customization.
Empowering clients to shape their portfolios
Robin van der Poel, Head of Wholesale Netherlands, highlights the transformative power of Robeco’s proprietary customization tool, which allows clients to design and refine their portfolios in real time. “Clients can set parameters, experiment with options, and adjust risk, return, and sustainability profiles to see their vision take shape instantly,” he explains. This hands-on approach not only showcases Robeco’s flexibility but also offers clients a tangible sense of ownership. “It’s empowering for clients to see their ideas come to life,” Robin adds.
The tool’s development was driven by client demand for greater sustainability, as standard indices often lack flexibility. “This innovation required significant effort, open discussions with clients, and ongoing refinement,” Robin shares. By combining creativity with tailored solutions – whether through funds or mandates – Robeco demonstrates its commitment to meeting client needs, fostering deeper engagement, and reinforcing its leadership in sustainable investing.
Piet Mondriaan
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Evolution is always the work of pioneers, and their followers are always small in number
Piet Mondriaan
Thriving in a fast-changing field
“The quant investment industry evolves at the speed of technology,” says Mike Chen, Head of Alternative Research. Success requires constant learning, collaboration, and balancing creativity with solid execution. In asset management, he shares, teamwork matters more than individual brilliance, and is essential in this competitive field.
Amara’s law
Genuine innovation excites when it has a material impact, with measurable outcomes that demonstrate clear value in the investment process. Wouter Tilgenkamp, Portfolio Manager, shares. “We have enhanced our factor definitions, introduced new alpha signals, and revamped our portfolio construction algorithms. We’ve updated our portfolio management tooling. Many things have evolved, but we still have a 20-year track record.”
He adds: “It’s similar to Amara’s law: most people overestimate what can be done in a year, but underestimate what can be done in a decade.”
The art of quant investing
Celebrating 20 years of partnership
Beyond 30 years of quantitative innovation – Transforming quant research into implementable innovations in client portfolios
More than 20 years of live performance – Proven track record
Based on proprietary factor definitions, including AI-related novel signals
EUR in AuM – Entrusted as stewards of capital by clients from across the world
Well-resourced quant professionals team focused on delivering excellent client outcomes
Solutions are kept as simple as possible and as complex as necessary
