UBS On-Air: Market Moves Top of the Morning: Quant Pathways - Quantitative equity investing
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Feb 24, 2026 Giuliano De Rossi, Head of Quants Equities at UBS CIO, leads quantitative equity strategies and data-driven portfolio construction. He explains what quant investing means in practice. He highlights how quant approaches add diversification. He explores novel data sources like NLP, satellite imagery and transaction data. He also challenges myths about black-box models and discusses mixing quant with fundamental styles.
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What Makes A Quant Strategy Distinct
- Quantitative equity strategies are rules-driven, use heterogeneous data, and rely on computational power to process large datasets without human bias.
- Giuliano De Rossi contrasts this with traditional analysts who focus on subsets of data and may exhibit confirmation bias.
Why Quants Can Diversify Macro Risk
- Quant strategies often have weaker ties to macro cycles because they exploit persistent behavioral biases rather than firm-level business cycle exposure.
- Portfolio construction in quant approaches aggregates these signals to create diversified exposures across cycles.
Using NLP And Alternative Data To Find Hidden Signals
- Natural language processing lets quants scan many companies' disclosures at scale, finding signals humans would miss.
- Giuliano gives examples including NLP across 10-Ks and satellite images or credit card data to spot consumer trends.