FACTOR INVESTING GROUP

Factor Investing Group targets well-documented academic risk premia, including value, momentum, carry, and low volatility. The firm constructs rules-based portfolios across public equities, fixed income, currencies, and commodities to isolate these factors. Its approach is grounded in the decades of research associated with Fama, French, and the broader quantitative finance literature.

The firm implements strategies through separately managed accounts and commingled vehicles, using both long-only and long-short constructions. Factor Investing Group emphasizes factor purity in portfolio design, seeking to minimize unintended bets while accommodating institutional-scale capital. Transaction cost analysis is incorporated into the rebalancing process to bridge the gap between theoretical backtests and live trading conditions.

The firm deploys capital across developed and emerging market equities, G10 and select EM sovereign fixed income, currencies, and commodities. Equity strategies include value and momentum sleeves globally, while fixed-income strategies focus on carry. Defensive low-volatility overlays are offered for allocators with risk-conscious mandates.

The firm operates as a specialist quantitative boutique, with a lean team of researchers and portfolio engineers rather than a broad analyst bench. Its value proposition rests on strategy design and technology infrastructure — the IP-heavy core of systematic investing. This singular focus on factor premia as a dedicated asset class differentiates it from managers who use factor tilts only as a supplement to fundamental or macro processes.

Peter Platzer leads the investment team, with portfolio design authority residing within the investment group itself. This structure is typical of boutique quant managers, where protecting intellectual property and maintaining alignment with long-term research cycles are prioritized. Detailed biographical information on additional team members is not publicly available.

Factor Investing Group does not publicly disclose assets under management. As a private quantitative manager, the firm maintains limited external visibility regarding AUM, team size, and capital flows. Allocators conducting due diligence should request current strategy-level capacity and asset figures directly.

The firm accommodates institutional allocators through separately managed accounts that allow for customization within its systematic framework. Factor Investing Group's model is built to deliver pure factor exposures, which can serve as a core risk-premia allocation or a dedicated building block within an investor's broader portfolio. Bespoke mandate specifications are typically discussed directly during institutional engagement.