Intech, our subsidiary business, applies advanced mathematics and systematic portfolio rebalancing intended to harness the volatility of movements in stock prices - a reliable source of excess returns and risk control. With over 30 years of volatility expertise, the Intech team employs a distinctive quantitative approach based on observations of actual price movements, not on subjective forecasts of companies’ future performance.
Intech Investment Management LLC or Intech, has pioneered a unique investment process based on a mathematical theorem that attempts to capitalize on the random nature of stock price movements. The theorem is the result of research conducted by Dr. Robert Fernholz and published in his 1982 paper, "Stochastic Portfolio Theory and Stock Market Equilibrium." The goal of the investment process is to achieve long-term returns that outperform the benchmark index, while controlling relative risk and trading costs.
Intech offers equity investors a highly disciplined, mathematical investment strategy designed to seek long-term returns in excess of the target benchmark, while reducing the risk of significant relative underperformance.
Unemotional, disciplined, mathematical investment process
Uncorrelated alpha source may complement other equity investment strategies
Risk-managed investment process seeks consistency of results
A team of investment professionals led by Dr. Adrian Banner, CEO and CIO, is responsible for the day-to-day implementation of Intech’s risk-managed investment process as well as trading operations. Other responsibilities include continual review of the investment process, implementation of enhancements, and development of new product capabilities.
Adrian Banner, Ph.D.
Vassilios Papathanakos, Ph.D.
EVP, Deputy CIO
Phillip Whitman, Ph.D.
Joseph Runnels, CFA
VP, Quantitative Trader