0
+

Billion USD
ASSETS MANAGED USING RAYLIANT STRATEGIES

as of Dec 2018

0

Awards
WON FOR OUR RESEARCH

0

Global Offices
ACROSS ASIA, NORTH AMERICA, AND EUROPE

Latest Insights

OCTOBER 2018

To maximize social value and investor returns, it is optimal to fund those ESG firms that are most in need of capital. Read More

NOVEMBER 2018

This research explores the effect of illiquidity on factor returns and how some popular factors deliver higher returns in the small cap space. Read More

NOVEMBER 2018

Human beings are wired the same way wherever they come from, and that means they’re likely to make the same mistakes when it comes to trading stocks. Read More

Our Principles

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

Meet Our Researchers

Our Strategies

Rayliant Global Advisors delivers innovative investment solutions spanning from quant-active smart beta strategies to more complex alternatives and multi-asset strategies.

QUANT-ACTIVE SMART BETA

Rayliant offers deep understanding of how to design, implement, and integrate smart beta into an investor’s portfolio. Our unique quantamental approach of incorporating fundamental insights into a quantitative based portfolio construction process seeks to overcome challenges inherent in either fundamental-only or quantitative-only investment strategies.

MULTI-ASSET

Rayliant leverages our expertise in global markets and factor-based research to develop multi-asset strategies and build dynamic asset allocation models. Our consistent, disciplined quant-driven framework utilizes strategic and tactical decisions that seek to generate excess returns across asset classes over a market cycle.

ALTERNATIVES

Rayliant expands our factor expertise into non-traditional asset classes (e.g. commodities, volatility) to offer diversified and alternative risk premium across markets. These strategies, such as multi-factor CTA and tail risk hedging, complement the long only toolkit and serve as either a standalone absolute return sleeve or building blocks for a risk premium portfolio.