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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
Deutsche Bank has been active in the identification and systematic capturing of market anomalies since the early 2000s. Early collaboration between Research, Structuring and Trading led to investable products in FX (2005), Interest Rates (2005) and Multi-asset Volatility Risk Premia (2007), to name a few. DB’s first implementation of a cross-asset portfolio of quantitative investment strategies was completed in 2011, and since then DB has completed scores of individual projects with institutions around the globe. In 2012, DB created a formal Cross-Asset QIS team to manage the rapidly growing business, headed by individuals across Quantitative Research and Structuring. Over the past decade, the group has gained crucial 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. Through time the implementations have increased in sophistication, from products linked to individual strategies to managed cross-asset portfolios to optionality on cross asset portfolios.
Alternative risk premia portfolios have long been a key research topic for the Quant team. To find out more, click here to listen to this dbInsights video.
See further videos from DB Research on LinkedIn here.
Contact
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.
QIS on dbSelect
See our latest strategies and product information on the dbSelect portal here (only accessible with Autobahn login).
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)
Recent Research (requires access to DB Research portal)
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, Clayton Gillespie, Ganchi Zhang, Gianpaolo Tomasi, Blaz Zlicar
Equity Quant Research | Cross-Asset Quant Research