Home of Active Indices & Quantitative Stock Selection

SalientQuants is a focused investment manager that specialises in applying high quality and innovative quantitative research to meet client needs. We are recognised as a leader in the Active Index, portfolio construction and ActiveQuants fields.


We are also the South African pioneers in the field of developing and applying quantitative stock selection models in active portfolio management. Our quantitative stock selection process (ActiveQuants) has been running on real money since January 2001 and has a distinguished track record -both in terms of performance and associated academic research. Currently, we manage the SalientQuants SA Hedge Fund under this process.


In the Active Index field we have developed the The A-DEX PRISM® – the first tool to allow fund of fund managers to apply risk-budgeting in their portfolio construction.

The Kracken

"The Kraken" is a powerful Object Orientated Portfolio Simulation Engine that offers the Top 1700 shares internationally and all members of the JSE All-Share Index. We provide a consultation service where you can create and test your own stock selection models. It can also calculate a variety of risk based portfolio construction techniques. You design your own unique investment process and we can deliver the number crunching behind it.  
PAIA Manual