Robeco is one of Europe’s leading asset management firms and a subsidiary of the global financial services company Rabobank. With more than 135 billion Euros under management, Robeco complements its fundamental analysis with quantitative research developed by its Quantitative Strategies group. This group, responsible for the quantitative element of Robeco’s investment process, also solves strategic and tactical investment issues such as portfolio management, strategy modeling, back-testing, and asset and liability management.
Robeco researchers use MATLAB® to develop, distribute, and optimize portfolio construction tools based on sophisticated quantitative models for stock selection, corporate bond selection, asset allocation, and risk management. Currently, 12 billion Euros are being managed quantitatively with the models from Quantitative Strategies.
"Our complex calculations depend on numerous iterations and a large amount of data. This is not something we can do with a spreadsheet," says Willem Jellema, research analyst at Robeco. "With MATLAB, we have a computational platform for easily performing these calculations, developing models, testing strategies, and deploying quantitative tools to our portfolio managers and risk managers."