Factor-based Quant

Lucror analytics
Investment Strategies

Factor-based quantitative credit strategies

Algorithm-driven rebalancing for yield pickup

SQN’s Rebalancing module recommends pairs of trades that optimize yield pickup without altering the portfolio’s characteristics. The portfolio manager can review and choose from the proposed swaps as well as adjust the portfolio to reflect macroeconomic views.

Market-tested Quality & Value factors

One-time set up to construct new or adjust existing portfolios using C-Score and V-Score, SQN’s proprietary Quality and Value factors, based on factor investing theory applicable to fixed income markets.