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Advanced Research Capability
The Advanced Research Center (ARC) is PMCG’s quantitative research group, charged with supporting and developing the models that underpin active strategies. Additionally, the ARC works directly with clients to develop customized solutions.
Our Approach
The research environment at PMCG is very collaborative. ARC members are organized into small teams that are affiliated with financial management groups; together each is responsible for the models used in their investment processes. Ideas, which form the pool of candidate research projects, are contributed by both ARC researchers and managers; project prioritization is also done jointly, and is based on the consensus assessment of key factors such as probability of success, potential impact on existing strategies, and product demand. We believe that this balanced approach best harnesses the complementary skills and insights of our professionals, and is grounded in the conviction that the quality of ideas is much more important than their source. The mix of ARC and manager input varies between projects and across teams and time, with the common theme that teams work closely together to cultivate creative thinking and shepherd new ideas through the research and implementation process.
Our People and Expertise
ARC's team of professionals hold advanced degrees in finance, economics, mathematics, engineering, physics, and other key quantitative disciplines. Specializations in finance include asset pricing, market microstructure, accounting and risk management. Researchers also possess advanced knowledge and credentials in optimization, econometric modeling, and macro and international economics. ARC members have significant experience applying these qualifications in local and global markets, covering a broad range of asset classes and securities, along with a tremendous diversity of backgrounds and experiences. We combine the strengths of these skill sets with those across PMCG to produce high caliber research and to apply it in a range of truly innovative, client-focused solutions.
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