Quest AI-Driven Global Equities
Key facts
| Strategy type | Global equities | |
| Inception | 28 March 2024 | |
| Reference index | MSCI World | |
| Typical number of holdingsIn normal market conditions. | c. 600 |
How we invest
We have developed a proprietary and innovative stock selection model that uses artificial intelligence to forecast relative stock returns. Our model uses hundreds of features engineered from a broad range of data such as fundamentals, analyst sentiment, prices and market activity, short interest and calendar effects. Forecasts are regularly updated and combined in a proprietary optimiser with risk and cost estimates that portfolio managers oversee to better reflect market conditions.
Our investment philosophy
We believe that over short-time horizons, the main driver of company share price returns is investor behaviour. To identify and forecast the sentiment from this behaviour, a broad range of higher-frequency data is required. Therefore, by enabling the combination of a wide range of features, artificial intelligence can be a powerful tool to quickly and efficiently assess investor behaviour and make more accurate forecasts.
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Our portfolio managers
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David Wright
Head of Quantitative Investments
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Stéphane Daul
Senior Investment Manager
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Alexandra Nagy
Investment Manager
