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Quantitative Investment Strategies

We bring responsible and transparent investment opportunities to everyone through investable indices

Our Approach

Our index manufacturing goes beyond the traditional product development process. Thanks to our best-in-class analysis capabilities, we deep dive into the most relevant market trends and factors, assessing them from both quantitative and fundamental perspectives to identify their value drivers, and integrating them at the core of the methodology of our indices.


QIS indices can be classified into the following categories, based on the underlying investment idea and investment purpose:

Thematic & Smart Beta Investing

Indices capturing alpha via long-only exposure to the most relevant megatrends:

Alternative Risk Premia

Indices that seek to isolate and harvest excess returns from exposure to specific risk factors:

Fundamental Factor-based

Indices designed to enhance diversification, to generate above-market returns and to manage risk through the exposure to fundamental risk factors:

Additionally, BBVA QIS offers Tailor-made indices, developed jointly with clients to meet their specific investment requirements. These could be a combination of the existing indices or built completely from scratch.

A fully customized investment solution at your fingertips


Inverstment Techniques

Risk Control and Decrement indices

BBVA QIS has designed Risk Control and Decrement mechanisms that keeps volatility and dividend parameters at predetermined levels. This way, investors can protect themselves against high volatile market conditions and increase their participation in growth structured products.


Risk Control indices

Risk control indices are designed to keep volatility and dividend parameters at predetermined levels. They adjust dynamically their exposure to the underlying index (risky asset) depending on the market realised volatility level.


When volatility increases, the mechanism the underlying index by moving a portion of the portfolio allocation from the risky asset to cash.

Volatility target

Conversely, when volatility decreases, the mechanism increases the exposure to the underlying index by moving the cash allocation back to the risky asset.

Decrement indices implement a mechanism that periodically deducts a predefined dividend, improving the price of structured products.

Main advantages

  • Dividend expectations do not affect product price
  • They can increase participation in growth structured products
  • Fully transparent, rules-based and simple
  • They reduce the option price by predetermining the variables that most affect it

Check our video to understand how the mechanisms work!