Company profile

Quant Asset Management Pte Ltd is a specialist Global and Asian equities manager, with a focus on fundamental investing in systematic value-momentum strategies. It was founded in 2004 by Frank Holle and Chatchai Ngampakdeepanich, who remain principals.

They are a multiple award winner, having won the 2007 Asia Hedge Award and Asian Investor 2008 Achievement Award.

Quant Asset Management’s investment philosophy is unchanged since the company was incepted in 2004 and remains the basis of its successful investment strategy. History has shown that market regimes, - themes and –trends frequently change and are hard to capture in a model driven systematic approach without tweaking the models over time. It is the firm’s strong believe though that a successful systematic investment approach and human interference don’t go hand in hand. Therefore, in the years before inception of the company in 2004, the company’s principals have developed a systematic trend following adaptation methodology that automatically adapts to changing market conditions. It does not need to be "tweaked" because the methodology itself allows for changing market regimes. This adaptation methodology has been used since inception of the funds and is one of the critical success factors of the firm. It has proven to withstand very adverse market circumstances including periods like August 2007 and the crisis year 2008.

The firm practices an investment style called Top Right, whereby it uses proprietary models to screen companies worldwide for fundamental investment criteria that are mainly based on a company’s relative valuation versus its peers and the relative strength of its earnings momentum versus its peers. A frequently rebalanced selection of a large number of the top percentile stocks according to this ranking mechanism forms the basis of its large stock portfolios.

Fund Directors

CHATCHAI NGAMPAKDEEPANICH - Director, Thai, graduated from the Assumption University in Bangkok, Thailand with a Masters degree in Computer Engineering, a degree in Money and Banking and a degree in Marketing. He has worked with Thomson Financial since 1996 until 2004. Before that he started his career as a lecturer. From 1990 to 1996 he worked for two companies both active on the technological side of the finance business. He is the co-founder of Quant Asset Management Pte Ltd.

FRANK HOLLE - Director, Dutch, graduated from the University of Utrecht with a Masters degree in Business Law. He started out as a Researcher at the Corporate Law department at the University of Utrecht . He joined ABN AMRO Bank in 1989 where he was trained and worked at the International Investment Banking Division. From 1992 until 1998 he worked at Merrill Lynch in London, where he was a Director of Institutional Equities. From 1999-2001 he managed Holle Guilonard, a company specialised in International Electronic Equities Trading. In 2002 he founded Capital FM Ltd. At the end of 2003 he co-founded Quant Asset Management Pte Ltd.

PETER BENNETT - Independent Director. Mr. Bennett, a British citizen read Economics at Churchill College, Cambridge and holds Bachelor and Masters Degrees from Cambridge University.
From 2000 to 2009 he was a senior member of the management team at Gottex Fund Management, a large, long established Fund of Funds organization and a listed public company. At Gottex Fund Management he held several posts including Chairman of the Research and Asset Allocation Committees, Head of Asia, and was a Board Director until his retirement in March 2009.
From 1978-1985 Mr. Bennett worked at Chase Manhattan Bank in both London and New York specializing in Credit and Commodity Finance. He joined JP Morgan, in 1985 where he was a Managing Director and was Head of JP Morgan's North American Derivatives business and later Head of JP Morgan's MBS Business in the 1990s.