Hybrid Quantamental

Lucror analytics
Investment Strategies

Hybrid “quantamental" credit strategies

Factor-based quant screening blended with fundamental research considerations

SQN is deployed within the qualitatively pre-screened issuer dataset universe. The SQN-proposed factor-based portfolio will only consist of issues that are fundamentally acceptable to the portfolio manager.

Optional fundamental overlay by experienced credit analysts

Portfolio managers can build investment strategies based on qualitatively pre-screened issuer lists from a credit risk, ESG and liquidity perspective available on SQN, or define and implement their own screening.