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. 

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.

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See the latest strategies and product information on the dbSelect portal here (only accessible with Autobahn login).