QMA Wadhwani LLP (QMAW) is a London-based asset management company founded in October 2002 as Wadhwani Asset Management by Dr. Sushil Wadhwani, CBE. It was acquired by PGIM in January 2019 and is now part of the QMA business. QMAW’s investment team specializes in systematic/quantitative macro investing and operates independently.

Investing with Us
Specialists in systematic/quantitative macro investing
Focus on risk mitigation
Low correlation to traditional assets
 
Leading-Edge Signal Generation

We incorporate a number of different factors/investment styles in our models. Our experience in academia, policy-making and the financial sector gives us an edge in signal generation.

Non-Linear Signal Combination

We utilize a sophisticated approach to combining signals in a directional manner for timely exposure to different investment styles. This helps us avoid value traps.

 
 
 
Risk Management

Risk management is at the heart of the investment process. Our approach focuses on downside risk-adjusted performance ratios with various time horizons.

Sustainability

Our research culture employs a Kaizen1 approach: continually seeking improvement in everything we do.

 
1Kaizen is the Japanese business philosophy of continuous improvement of working practices, personal efficiency, etc.
 
 
We were proud recipients of Hedge Fund of the Year award at the Hedge Funds Review European Performance Awards 2019.
Investment Styles

Our capabilities span three investment styles. Our expertise lies in combining them to target maximum return potential and risk mitigation. All of our investment styles seek to provide a low correlation with a traditional 60/40 portfolio.

Trend Directional
Accesses a wide range of instruments to take both long and short positions across equities, fixed income, currencies and commodities. We use a variety of techniques for modeling trend. Trend following is sometimes referred to as time-series momentum.
Non-Trend Directional
Invests long and short across global equity, fixed income and currency markets through both directional (75%) and relative value (25%) strategies. Incorporates time-varying weights for momentum, value, carry, macro, sentiment and intermarket linkages, emphasizing drawdown avoidance.
Non-Trend Relative Value
Seeks to access alternative betas associated with value, carry, macro and momentum by trading long and short in different countries and asset markets. We believe a key differentiating feature of our relative value strategy is that we actively time our allocation to different risk premia.
 
Investment Solutions

Trend Plus

Systematic macroeconomic investment process includes trend, directional and relative value strategies, which seek to harvest risk premia in a non-linear fashion and emphasize drawdown avoidance.

 
Styles
Trend Directional ✔
Non-Trend: Directional ✔
Non-Trend: Relative Value ✔
Asset Classes
Fixed Income ✔
Equities ✔
Foreign Exchange ✔
Commodities ✔
Factors/Investment Styles
Momentum ✔
Value ✔
Carry ✔
Macro ✔
Sentiment ✔
Intermarket Linkages ✔
Intraday Models ✔
 
 

Systematic Absolute Return

Systematic macroeconomic investment process includes both directional (75%) and relative value (25%) strategies, which seek to harvest risk premia in a non-linear fashion and emphasize drawdown avoidance.

 
Styles
Trend Directional ✖
Non-Trend: Directional ✔
Non-Trend: Relative Value ✔
Asset Classes
Fixed Income ✔
Equities ✔
Foreign Exchange ✔
Commodities Vehicle-Specific
Factors/Investment Styles
Momentum ✔
Value ✔
Carry ✔
Macro ✔
Sentiment ✔
Intermarket Linkages ✔
Intraday Models ✖
 
 

Multi-Factor Risk Premia

Systematic macroeconomic investment process utilizes a relative value strategy to harvest risk premia in a non-linear fashion and emphasize drawdown avoidance.

 
Styles
Trend Directional ✖
Non-Trend: Directional ✖
Non-Trend: Relative Value ✔
Asset Classes
Fixed Income ✔
Equities ✔
Foreign Exchange ✔
Commodities ✔
Factors/Investment Styles
Momentum ✔
Value ✔
Carry ✔
Macro ✔
Sentiment ✖
Intermarket Linkages ✖
Intraday Models ✖
 
 
EXPLORE OUR INSIGHTS
 
The Team
Our investment professionals include experts in economics, econometrics, portfolio construction, artificial intelligence and more. The team is led by Chief Investment Officer Dr. Sushil Wadhwani, CBE, who has over 30 years of investment experience. QMAW’s investment team continually seeks to improve their process through ongoing research. They apply their seasoned academic and theoretical approach to investing in a non-linear, systematic fashion.
FOLLOW QMA WADHWANI ON LINKEDIN LEARN MORE ABOUT SUSHIL WADHWANI
Contact Us

Please contact us if you have any questions or would like additional information regarding our investment capabilities.

Telephone:
US: +1 (866) 748-0643
UK: +44 (0) 20 7663 3400
Email:
contactus@qmaw.com
Media Relations:
For members of the news media only
Contact: Ted Smith
Email: ted.smith@pgim.com
Phone: +1 (973) 367-5604