Systematic active equity (SAE)

Why BlackRock for systematic active equity?

As pioneers in managing systematic active equities, our expertise dates back to 1985¹. At BlackRock, our investors and researchers use proprietary techniques to seek insights with the aim of delivering consistent, differentiated outperformance. In an age in which we are overloaded with information, the ability to process large amounts of data by using systematic, quantitative techniques can create a significant advantage.

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A differentiated approach for seeking consistent alpha

Investment process

We seek superior investment outcomes through a disciplined, objective process to return, managing risk and cost. Our investment process targets systematic exploitation of market inefficiencies, while minimizing uncompensated risks.

SAE evaluates and ranks +15,000 stocks across 44 countries, on a daily basis²

• Portfolio managers combine alpha forecasts with cost and risk estimates to target an optimal portfolio
• An optimal portfolio is diversified, risk-managed, and targets a high Information ratio (alpha per unit of active risk)
• Portfolio managers monitor markets, signals and stocks for risks outside the scope of our models

SAE has a 30+ year track record of innovation²

Discovering new market inefficiencies is key to success as they can disappear as quickly as they are found. We believe that an investment process underpinned by continual innovation is vital to our goal of delivering sustainable alpha to our clients.

SAE adds new sources of information to its process as past techniques lose effectiveness

Meet our team

Our systematic active equity team brings together a group of experienced investment professionals with diverse backgrounds spanning academia, data science finance and economics. Whether it’s conducting research into new alpha ideas, ensuring that models are fine tuned to the current market environment, or challenging the findings of our models, SAE investors and researchers play an integral role in the investment process. For our clients, that results in a robust process backed by approximately 80 dedicated investment professionals² supported by highly qualified researchers and strategists.

Leadership