Quantitative Analysis

Quantitative Analysis prepares investment decisions for institutional and private portfolios in the Bank's Asset Management segment. Investment Research covers a range of areas from the selection of individual shares and the allocation of funds to the respective asset classes, to investment strategies in general.

Our multi-factor screening tool (MFS), which is based on purely quantitative procedures, enables us to produce yield forecasts for over 1,700 individual stocks in Europe, the US and Japan on a monthly basis. At the end of 2006, over € 2 billion was managed in active equity portfolios and sub-portfolios for the first time using this product. The unit also selects top brokers using the Analysing Analysts tool, which performs data management and programming tasks and produces studies of new issues concerning quantitative research and the latest analytical methods.