ASSETS MANAGED USING RAYLIANT STRATEGIES
as of September 2019
WON FOR OUR RESEARCH
ACROSS ASIA, NORTH AMERICA, AND EUROPE
In this research, we investigate the evolution of retail participation in China A shares, the remarkable inefficiencies that creates, and the implications for professional investors. Read More
In this Q&A, Phillip Wool walks us through the world of factors and highlights the benefits of a multi-factor approach. Read More
In this Q&A, Phillip Wool talks about the challenges of EM investing and how a localized, systematic approach can help to unlock a rich source of sustainable alpha.
We are a different kind of investment management firm.
We seek to have a broad impact on the industry not just through our research, but by how we operate and interact with clients.
– Jason Hsu, Founder and Chief Investment Officer
Focus on Investor Outcomes
Excellence Without Arrogance
Institutional Quality Solutions
Rayliant has deep expertise in efficiently harvesting various sources of market anomalies and investment premiums. Our quantamental approach localizes traditional quant factors with fundamental research insights to enhance return efficacy. This collaborative approach overcomes challenges inherent in either fundamental-only or quantitative-only investment strategies and results in superior investment tools for global equities, fixed income, credit, listed real estate and commodities.
Rayliant leverages its expertise in macro forecasting, dynamic asset allocation and risk-based factor allocation to develop multi-asset strategies. Our disciplined quantamental framework utilizes quantitative models to understand interest rate movements, currency strengths, global equity market cycles and credit regimes. Additional qualitative analyses on geopolitics are used to further inform our tactical allocation decisions.