ASSETS MANAGED USING RAYLIANT STRATEGIES
as of Sept 2018
WON FOR OUR RESEARCH
ACROSS ASIA, NORTH AMERICA, AND EUROPE
Some investors shy away from the emerging markets, put off by hazy accounting and financial reporting. Quantitative tools help cut through the fog, avoiding the pitfalls of misleading data and capturing opportunities not recognized by the market. Read More
China’s state-owned enterprises (SOEs) and private listed companies differ in profit motives and capital access, posing a challenge to investors. Combining a quant approach to managing SOE exposure with fundamental insights offers a more compelling solution. Read More
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
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.
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.
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.