March 12, 2025
Macquarie Asset Management’s global Systematic Investments team has a strong heritage in managing active quantitative equity strategies. But what that looks like today is very different to what it looked like at its inception ~30 years ago.
In this paper, we discuss:
- Quantitative investing at Macquarie has evolved over 30 years, growing from simple financial metrics to a library of over 1,000 proprietary signals.
- Technological advancements, including cloud technology and Python transition, have improved research infrastructure and signal generation.
- Innovative approaches like factor calibration models and the use of AI and machine learning have enhanced investment strategies and risk management.
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