Quantitative Managers

Uncover new sources of alpha, separate the signals from the noise, and find opportunities to outperform.

Performance advantage of Truvalue Labs’ ESG data

In our study, Performance Tests of Volume, Insight and ESG Activity Signals, we test the effectiveness of Truvalue Labs’ timely ESG signals as screening tools and quantitative “alpha” factors against a wide variety of global and regional equity benchmarks.  

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Study confirms that Truvalue Labs’ factors enable significant annual outperformance vs. worldwide benchmarks from 2008-2019.

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How is Truvalue Labs™ used at Quantitative Managers?

Alpha Testing

Tap into a world of new data with more than 10 years of history. Separate the signals from the noise and uncover opportunities to outperform.

Portfolio Construction

Create new index and smart beta strategies. Truvalue Labs’ ESG data is uncorrelated and additive to common quant strategies.

Risk Management

Easily integrate ESG factors into your risk management strategy. Monitor portfolios and companies with timely, transparent ESG risk data.

Create your own unique ESG score

Choose from SASB’s 26 material categories to create your own custom ESG score that matches your strategy or mandate.

Case Study

Crimson Black Capital

A UK-based hedge fund firm pursuing long/short strategies focused primarily on US equities, using sophisticated artificial intelligence trading models to generate consistent alpha through market neutral strategies

Crimson Black Capital uses inputs from multiple AI-powered sources to factor into its long and short security selections.  As one of those sources, the firm wanted a solution that could reliably quantify ESG performance as an indicator of alpha potential.

“The reporting from other ESG sources is based on a company’s own disclosures and very limited independent analysis. That is not really going to help us beat the S&P 500. If we actually want to generate alpha, Truvalue Labs’ data is the way to go.”

Ayush Ansal
Chief Investment Officer
Crimson Black Capital

Uncover new sources of alpha using Truvalue Data

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