You may never have heard of the Institute for Quantitative Investment Research, but you may well be aware of Inquire Europe, which has been working steadily to advance the cause of quant on the European mainland since 1990.
The European group is a sister of Inquire UK and the 'Q' group in the US. In the eyes of chairman Jan Overmeer of major Dutch insurer Aegon, its role is to bring together a group of investment professionals who are interested in developing and implementing quantitative solutions to financial and investment problems. A key aim of the group is to bridge the gap between theory and practice".
One way to advance the use of quantitative methods in investment management is through applied research in the European investment markets, in the view of Inquire. "So we actively support and encourage research in this area."
The group's membership is composed of sponsor organisations, who participate in the seminars and obtain the results of the research, as well as receiving the publications of the US and UK groups. The sponsors are in the main those active in investment management and will include the banks and other investment management groups, stockbrokers, insurance companies, pension funds and consultants. Altogether, there are around 40 sponsors. "They come from across Europe, including France, Germany. the Netherlands and Switzerland."
"As a sponsor you are able to access what is going on at the leading edge of investment management," says Overmeer. He reckons it can be invaluable to have this investment "state-of-the- art" facility laid on through the seminars and research papers. "This is a lot more cost-effective than bringing in a young professional to keep your organisation abreast of this area."
At the seminars, typically held over two to three days, a range of papers and discussions take place on a selected theme. These have been on such areas as 'Risk management and derivatives', 'New trends in investments: chaos theory, non-linear dynamics and hedging strategies', 'Forecasting in Europe', among a wide range of others, over the eight years.
The seminars are always presented around a big 'U'-shaped table so that all participants can see each other. "Such a format definitely encourages discussion. It makes it much easier to get to know the other participants and creates a very good atmosphere for discussion and for sharing ideas, as well as making contacts." Overmeer stresses that none of the presentations can be in anyway commercial - "there is an absolute embargo on this"- though the presentations are made by those active in the investment industry as well as academics.
"A feature of the seminars are the panel discussions, involving the sponsors, which look at practical fund management topics, such as performance measurement issues or outsourcing of managers. These are of special interest to those senior managers with perhaps a limited interest in formulas." He believes the group has a very important role to play in bridging the gap between the "young bright guys" and their senior management. "It gets managers thinking about the needs of their own organisations."
One of the two seminars held each year is on a joint basis with Inquire UK, turnabout as to which side of the Channel it takes place. "We work closely with the UK organisation and besides sharing seminars, we also get involved with joint research projects." That there are two Inquire groups in Europe, Overmeer attributes to the contrasting states of development of the UK and the continental European investment management industries. "On the Continent, there is a different community spread across a range of countries and there is too the language question." That said, all the Inquire Europe transactions are in English - the lingua franca of investment.
It has taken the group some time to get up to full speed on the research side. Currently there are four projects being financed and two have been completed. These can take some years to move from conception to fruition, with interim papers being given at the seminars by the researchers as to the progress to date. To encourage and maintain high standards, awards are made for the best presentations.
Close links have been built up with universities and other areas of academia to encourage a flow of ideas to the group's research committee that vets the projects. Professor Ton Vorst of Erasmus University acts as academic co-ordinator to facilitate contact with the relevant institutions.
While pleased with the progress the Inquire Europe has made as it approaches its tenth anniversary, Overmeer has definite views as where it needs to go. There is scope for additional sponsors, with an overall limit 60 or so. Sponsors have a choice of being entitled to one or two 'seats' at the seminars, allowing them to send one or two delegates - a seat costs Sfr7,000 ($5,000) annually. "With our seating arrangement we are probably restricted to having no more than 100 seats," he says. "I would like to see a greater diversification of our membership both as to the number of European countries and the type of organisations participating. We would like more sponsors from the 'demand side' of the industry, such as pension funds, insurance companies and so on."
He feels there will be greater opportunities for "really good research across a wider range of topics", particularly with the arrival of the euro. As markets become more international closer co-operation with the groups in the US and the UK will develop.
Inquire has a vital role to play not just in bridging the gap between theory and practice, but in filling in the gaps in understanding that have hampered the wider acceptance of quant in European investment management."
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