AGFiQ: Quantitative Investment Platform
In today’s uncertain markets, it is important to consider various investment styles and approaches in order to achieve long-term performance and manage volatility. Quantitative strategies can help investors of all types diversify their portfolios, protect their wealth from downturns and ultimately achieve more consistent investment outcomes.
AGFiQ is the quantitative platform for AGF powered by an intellectually diverse, multi-disciplined team.
Led by pioneers in factor-based investing, the team’s approach is grounded in the belief that investment outcomes can be improved by assessing and targeting the factors that drive market returns. Utilizing disciplined, factor-based approaches allows us to view risk through multiple lenses as we work to achieve our objective of providing better risk-adjusted returns.
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| of Canadian and U.S. institutional investors include quant strategies in their portfolios | of these respondents say quant plays an important part in their overall holding | want to further increase the emphasis paid to quantitative strategies in the future |
Our Investing Principles
Our approach is defined by three principles: shared intelligence, a measured approach and active accountability. Together we strive to develop and apply disciplined processes that are transparent and replicable to deliver consistent outcomes for our clients.
Investment Team
Mark Stacey
MBA, CFA®
Grant Wang
M.A., PH.D., CFA®
Bill DeRoche
MBA, CFA®
SVP, Co-CIO AGFiQ Quantitative Investing, Head of Portfolio Management
Mark Stacey is Senior Vice-President and Co-CIO AGFiQ Quantitative Investing, Head of Portfolio Management at AGF Investments Inc. (AGF).
Mark leads the firm’s investment management functions for AGF’s quantitative investment platform, AGFiQ. AGFiQ’s team approach is grounded in the belief that investment outcomes can be improved by assessing and targeting the factors that drive market returns.
In addition, Mark is a member of the Office of the CIO – a leadership structure within AGF’s Investment Management Team that encourages and further embeds collaboration and active accountability across the team and broader organization.
He began his career with AGF as part of the Highstreet* Investment Management team and has been in the industry since 2002 applying quantitative and qualitative management techniques to the portfolio management process. He previously served as a Portfolio Manager with a major life insurance company.
He earned an MBA from the Richard Ivey School of Business, an MIR from the University of Toronto and is a CFA® charterholder.
*Highstreet Asset Management Inc. is a wholly-owned subsidiary of AGF Investments Inc.
SVP, Co-CIO AGFiQ Quantitative Investing, Head of Research
Grant helps lead AGF’s quantitative investment platform, AGFiQ, by developing, enhancing and managing quantitative investment strategies, and serves as Head of Research. AGFiQ’s team approach is grounded in the belief that investment outcomes can be improved by assessing and targeting the factors that drive market returns.
He began his career with AGF as part of the *Highstreet Investment Management team.
Prior to joining AGF, Grant spent seven years as a lead quantitative researcher for one of Canada's largest pension funds. He has been involved with utilizing big data and developing predictive statistical models for the financial industry since 2001.
Grant has a B.A. and M.A. in Economics from Nankai University, and a Ph.D. in Economics from the University of Western Ontario. He is a CFA® charterholder.
*Highstreet Asset Management Inc. is a wholly-owned subsidiary of AGF Investments Inc.
Chief Investment Officer and Head of AGFiQ Alternative Strategies, AGF Investments LLC
Bill DeRoche is Chief Investment Officer, AGF Investments LLC (formerly FFCM LLC)*, and Head of AGFiQ Alternative Strategies. Bill is co-founder of AGF Investments LLC, a Boston-based investor advisory firm founded in 2009 and subsidiary of AGF Management Limited. He is a leader of AGF’s quantitative investment platform, known as AGFiQ. AGFiQ’s team approach is grounded in the belief that investment outcomes can be improved by assessing and targeting the factors that drive market returns.
Bill has long-tenured expertise employing quantitative factor-based strategies and alternative approaches to achieve a spectrum of investment objectives. Previously, Bill was a Vice-President at State Street Global Advisors (SSgA), serving as head of the firm’s U.S. Enhanced Equities team. His focus was on managing long-only and 130/30 U.S. strategies, as well as providing research on SSgA’s stock-ranking models and portfolio construction techniques. Prior to joining SSgA in 2003, Bill was a Quantitative Analyst and Portfolio Manager at Putnam Investments. Bill has been working in the investment management field since 1995.
Prior to 1995, Bill was a Naval Aviator flying the Grumman A-6 Intruder as a member of Attack Squadron Eighty-Five aboard the USS America (CV-66).
Bill holds a Bachelor’s degree in Electrical Engineering from the United States Naval Academy and an MBA from the Amos Tuck School of Business Administration at Dartmouth College. He is a CFA® charterholder and holds FINRA licenses 7, 63 and 24.
*An investment professional with AGF Investments LLC (formerly FFCM LLC), a U.S.-registered investment advisor firm and affiliate of AGF Investments Inc.
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Stephen Duench, CFA® |
Jeff Kay, M.Sc. |
Robert Yan, Ph.D., CFA® |
Philip Lee, M.E., Ph.D. |
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Josh Belko, CFA® |
Tingting Lu, Ph.D., CFA® |
Lei Wan, MQF, CFA® |
Brian Jia, PhD |
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Stewart Boxall |
Zheng Liu, MBA, Ph.D., CFA® |
Cally Cheung, MBA, CFA® |
Brad Xing, MQF |
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Hang Gao, MQF |
David Ghasimi, MFin, CFA® |
Abhishek Ashok, M.A., MFE, CFA® |
Ian Rake |
1 The survey referenced was conducted by the Gandalf Group and was commissioned by AGF Investments Inc. Findings are based on telephone surveys with 88 institutional investors in the U.S. & Canada that took place in two waves between March 26 and May 7, 2018; and June 13 and July 4, 2018.
2 AGF Investments LLC
3 AGF Investments Inc.