• Quantitative Investment Solutions (QIS)

Deutsche Bank has built a strong presence in Quantitative Investment Solutions (QIS), having implemented over 100 QIS transactions with institutional investors across the world over the past decade.

We pride ourselves in delivering timely systematic implementations for current investment or hedging themes, with a strong track record across a variety of products.

About the QIS Team

In 2012, Deutsche Bank created a formal cross-asset QIS Team to manage the rapidly-growing business. Today the business is run by the QIS Council represented by Heads of QIS Trading, Research, Sales and Structuring. The QIS team includes individuals within Quantitative Research with on average over 10 years’ of relevant quantitative research experience, and experts within Structuring, who also have on average over 10 years of experience. The group has experience developing and launching systematic strategies, implementing portfolios with a range of investor types across geographies, and providing ongoing after-sales support to our client base. Our expertise covers all asset classes – rates, cash equities, equity derivatives, commodities, credit, FX and cross-asset. The DB QIS Trading team is unified with each of the asset classes specialists to work together as one unit.

Click to watch Caio Natividade, Global Head of Quantitative Investment Solutions Research summarizing the team’s Value factor for interest rate markets.

DBIQ

DBIQ is an independent calculation agent at arm’s length, sitting within Deutsche Bank Research. DBIQ is compliant with IOSCO principles and is registered as a benchmark administrator under EU BMR.

DBIQ Home Page

Awards

  • Runner Up in Quantitative Analysis, All-Europe Institutional Investor Survey 2021
  • Quant Research Team/House of the Year, Risk Awards 2019/2018
  • No. 3 in Quantitative Analysis, All-Europe and All-Americas Institutional Investor Survey 2019
  • No. 1 in Quant Fixed Income, All-Europe Institutional Investor Survey 2018, 2017, 2016
  • No. 2 in Quant Equities, All-Europe Institutional Investor Survey 2018 (No. 1 in 2017, 2016)

Selected Downloads (requires access to DB Research portal)

2022 Apr 04

Quantcraft: QIS Research: Meet the Team (39 Pages) Quantcraft: QIS Research: Meet the Team (39 Pages)

Meet our Quantitative Investment Solutions Research team. This presentation summarises our research philosophy and thought process, describes the background and focus of each team member, and outlines our recent reports...

Caio Natividade, Vivek Anand, Jose Gonzalez, Ganchi Zhang, Gianpaolo TomasiBlaz Zlicar

Equity Quant Research | Cross-Asset Quant Research

Quantcraft: QIS Research: Meet the Team (39 Pages) More

2022 Apr 04

Quant Snaps: Data Feed brochure (13 Pages) Quant Snaps: Data Feed brochure (13 Pages)

In this short PowerPoint presentation we describe the key features of our new data feed offer in cash equities. We will offer two signals (reversion and earnings announcements-based signal EMOV) in North America and Europe that can be traded...

Gianpaolo Tomasi

Equity Quant Research | Cross-Asset Quant Research

Quant Snaps: Data Feed brochure (13 Pages) More

2022 Mar 10

Quantitative Musing: Our Global Sentiment Indicator: 10-year anniversary (3 Pages) Quantitative Musing: Our Global Sentiment Indicator: 10-year anniversary (3 Pages)

Our Global Sentiment Indicator (GSI) is reaching its 10-year anniversary at an opportune time: close to the all-time highs. In other words, ultra-high risk aversion. Historically, this has pointed...

Caio Natividade, Vivek Anand, Jose GonzalezGanchi ZhangBlaz ZlicarGianpaolo Tomasi

Equity Quant Research | Cross-Asset Quant Research

Quantitative Musing: Our Global Sentiment Indicator: 10-year anniversary (3 Pages) More

2022 Feb 24

Academic Insights: AI - February 2022 Edition (84 Pages) Academic Insights: AI - February 2022 Edition (84 Pages)

This report discusses the most relevant, recently published academic papers on various topics related to quantitative investing as sourced by our analysts and by Quantpedia.com…

Caio Natividade, Gianpaolo TomasiGanchi ZhangBlaz Zlicar

 US Quant Equity Strategy | Equity Quant Research | Asia Pacific Quant Equity Strategy

Academic Insights: AI - February 2022 Edition (84 Pages) More