Multi-Factor Model

FQS’ main competitive advantage lies in its quantitative expertise, expressed through the research, testing, development and implementation of unique proprietary evaluation tools and techniques.

A key example is the firm's multi-factor model developed by Dr. Frey and the Research Team which allows us to better understand how a fund generates its returns. 

Our factor model analyzes a historical return stream, identifying the excess return (“alpha”) that is under the control of the manager and the part that is simply exposure to systematic or market factors (“beta”).

The tools have been designed to evaluate both alternative and traditional asset classes.