Global Quantitative Equity Team

Nimble, innovative, holistic
We are a close-knit group of portfolio managers, analysts, and data scientists who use quantitative models and artificial intelligence to analyze roughly 20,000 global securities at a time. Not just daily, but twice a day.

Maximizing human capability

We empower skilled people with quantitative models and artificial intelligence. These capabilities allow us to study more opportunities and do it faster. 

Connecting more dots

We see what others might miss. From New Delhi to Santa Clara, we find correlations between a world of alpha signals and individual share price performance. 

Transcending market cycles

We pursue alpha and manage risk across growth, value, and quality styles. Because we can tilt towards any investment style, our strategy is always in favour.

Featured GQE strategies

Insights

The Mackenzie Global Quantitative Equity (GQE) Team

The GQE Team explains how they combine machine learning and advanced data models with human insight.

A holistic approach to quant investing

The Mackenzie Global Quantitative Equity Team believes a holistic approach to quantitative investing can enhance the opportunity for more consistent alpha across a wider array of market environments.

 

Arup Datta discusses the team's approach in emerging markets

Using quant to uncover opportunities

Portfolio Managers

Arup Datta, MBA,CFA

Senior Vice President, Head of Team
Mackenzie Global Quantitative Equity Team

Investment experience since 1992

Arup has been a professional quantitative investor for more than three decades, managing portfolios across virtually every capitalization and region of the world.

Between 1992 and 2012 he was a Quantitative Analyst, Portfolio Manager, Director of US and Director of Portfolio Management with Man Numeric. In 2012, he founded Agriya Investors, which later became the global/international arm of AJO. He joined Mackenzie in September 2017 to head the Global Quantitative Equity Team.

Arup has a Bachelor of Technology degree from the Indian Institute of Technology in Kanpur, India, and earned an MBA with distinction from the Johnson School of Management at Cornell University. He is a CFA charterholder.

Nicholas Tham, MA,CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2010

Nicholas started his career as a Quantitative Analyst and Trader at Weiss Asset Management, a Boston-based hedge fund. In 2012, he joined Arup as a Portfolio Manager at Agriya Investors, where he played a key role in launching and managing capacity-constrained equity strategies in emerging and developed markets. He continued working with Arup when the firm merged with AJO. Nicholas joined Mackenzie in September 2017 as part of the Global Quantitative Equity Team.

He earned his MA in Statistics from Harvard University and has BSc degrees in Mathematics and Physics from the Massachusetts Institute of Technology, where he ranked in International Physics and Mathematics Olympiads. He is a CFA charter holder.

Denis Suvorov, MBA,MS,CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2001

Denis spent two years at Teza Technologies, where he co-led the launch and management of their medium- term market-neutral equity strategy. He previously worked at Man Numeric as a Portfolio Manager and Quantitative Analyst, and at Goldman Sachs Asset Management as a Senior Portfolio Manager. He joined Mackenzie Investments in August 2018 as part of the Global Quantitative Equity Team.

Denis graduated from Utah State University as valedictorian of the College of Business with a BS in Economics. He earned an MBA with distinction and an MS in Applied Economics from the University of Rochester. He is a CFA charterholder.

Haijie Chen, PhD, CFA

Vice President, Portfolio Manager
Mackenzie Global Quantitative Equity Team

Investment experience since 2011

Haijie is another member of the team who previously worked at AJO, a Philadelphia-based institutional quantitative equity firm, as a Portfolio Manager. He also previously worked as a researcher at State Street Associates. He joined Mackenzie in April 2018 as part of the Global Quantitative Equity Team.

Haijie earned a BS in Automotive Engineering from Tsinghua University. In 2011, he graduated from Massachusetts Institute of Technology with a PhD in Mechanical Engineering. He is a CFA charterholder.

Strategies under management

China Large Cap

Emerging Markets All Cap

Emerging Markets Small Cap

Emerging Markets Large Cap

Emerging Markets Low Volatility

International Quantitative Large Cap (EAFE)

International Quantitative Large Cap (World ex-US)

International Quantitative Small Cap (EAFE)

International Quantitative Small Cap (World ex-US)

Private Equity Replication Strategy

US Quantitative Small Cap

US Quantitative Large Cap

US Quantitative Amplified Core 120/20

World Large Cap

World Low Volatility