This June 2025 Amundi research paper evaluates the complementary roles of quantitative and fundamental strategies in delivering alpha across developed equity markets, with input from portfolio managers and data science teams.
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Blended portfolios outperform standalone quant or fundamental approaches by capturing diverse, persistent alpha sources and mitigating factor timing risk.
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Quant models increasingly leverage unstructured data (e.g., ESG sentiment, patents), while fundamentals remain vital for context, conviction, and risk calibration.
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Strategic integration across teams and data silos is key to unlocking scale and performance across regions and sectors.
Explore the full report to learn how hybrid investment strategies can enhance consistency, scalability, and long-term alpha generation.
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