systematic investing
INVESTMENT STYLES

Systematic investing

BlackRock's Systematic investment capabilities span equity, fixed income and alternative asset classes to help provide solutions designed to target specific risk, reward and diversification characteristics.

Capital at risk. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested.

Portfolios powered by technology

Systematic investing combines alternative data, data science and deep human expertise to help modernize the way we invest and construct portfolios. By leveraging data-driven insights, scientific testing of investment ideas, and advanced computer modelling techniques, we constantly innovate new approaches as we seek to improve investment outcomes on behalf of our clients.

Next generation portfolio construction

AI-enabled decision-making and alpha research is paired with market expertise seeking to maximize the economic soundness of investment ideas.

Next generation portfolio construction
Data-driven insights

Detailed quantitative attribution helps constantly refine portfolios and targets distinct sources of return to help deliver specific investment outcomes.

Scientific testing

Quantitative data-analysis techniques yield scaled insights across large sets of securities, enabling high-breadth portfolios.

Disciplined construction

Scientific testing helps validate return potential, while simultaneously mitigating behavioural bias and cognitive errors.

Continuous refinement

Portfolio positions sized by disciplined risk budgeting and optimization processes seeks to balance a complex set of trade-offs in portfolio construction.

Data-driven insights

Detailed quantitative attribution helps constantly refine portfolios and targets distinct sources of return to help deliver specific investment outcomes.

Scientific testing

Quantitative data-analysis techniques yield scaled insights across large sets of securities, enabling high-breadth portfolios.

Disciplined construction

Scientific testing helps validate return potential, while simultaneously mitigating behavioural bias and cognitive errors.

Continuous refinement

Portfolio positions sized by disciplined risk budgeting and optimization processes seeks to balance a complex set of trade-offs in portfolio construction.

Investment strategies

Our systematic approach to investing can be applied across a spectrum of strategies. We manage both highly diversified and specialized investment capabilities seeking to provide clients with solutions that compliment their portfolios.

Equity Fixed income Alternatives Factors
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Equities

Our systematic equity strategies are designed with the aim of to delivering consistent and differentiated alpha to our clients. Our passion is combining insight and technology to generate compelling benchmark relative or absolute investment returns.
Long only
Our data-driven insights and technology offer cost-efficient, risk-managed equity solutions to help clients generate returns across an extensive opportunity set.
Partial long/short
Designed to deliver differentiated alpha by selecting stocks through optimized tilts, we seek to exploit market inefficiencies and minimize exposure to uncompensated risks.
Absolute return
Absolute return strategies use distinct sources of return to seek positive absolute returns in equity markets, irrespective of financial conditions.

Fixed income

Systematic fixed income strategies employ differentiated data-driven insights backed by disciplined risk management that seek to deliver differentiated portfolio outcomes to investors.
Enhanced
Enhanced building blocks seek to deliver consistent, high information ratio alpha by combining security selection insights with optimized portfolio construction.
Liquid alternatives
Our investment decisions use multiple, independent and risk management alpha models, seeking enhanced risk-adjusted returns with low correlations to broad asset classes.
Hedge funds
Seek to uncover alpha using relative value, directional and security selection strategies, across markets, with return profiles independent of traditional market betas.

Alternatives

Our liquid alternative strategies seek to generate idiosyncratic alpha, with low correlations to broad asset classes. Our alternative solutions are available across a full spectrum of broad and specialized investment capabilities including multi-strategies, global equity market neutral, and global macro.
Risk parity
Multi-asset strategies built by diversifying across sources of risk rather than by asset class.
Absolute return
Strategies that seek to deliver uncorrelated alpha through long/short investing.
Multi-alternatives
Strategies that employ our differentiated investment ideas using multiple, independent and risk-managed quantitative models, seeking uncorrelated returns across asset classes.

Factors

Factors are broad and persistent drivers of returns both in and across asset classes. BlackRock has been at the forefront of factor-based investing for decades1 and continues to innovate new strategies to help address clients’ investment challenges.
US Equity Factor Rotation
Dynamically allocates to US stocks based on their exposures to historically rewarded factors, using proprietary insights and a forecast of near-term alpha potential.
Market Advantage
Macro factor strategy seeking returns with resilience. Portfolio allocations based on risk, not capital, that aim to capture the economic drivers of return.
Style Advantage
Long/short style factor strategy seeking liquid and diversified absolute returns.
Source

There is no guarantee that a positive investment outcome will be achieved.
1 Our decades-long history reflects predecessor firms.

Risk: There is no guarantee that a positive investment outcome will be achieved.