Quantitative Research and Data Science

McKinley Capital Management, LLC is a recognized leader in the field of quantitative growth style investing research. Our systematic and quantitative investment process scours the world for fast-growing investment opportunities. We look across all sectors and geographies, using both traditional (price and fundamental) and non-traditional (unstructured and extremely large) datasets.The cornerstone of our investment process is our 30-year investment in one of the industry’s largest and most comprehensive global databases. Our database begins with 50,000 publicly traded securities from 105 countries and over 70 currencies. It is systematically governed by our data science team and scrubbed daily for both accuracy and relevance.

Our team is headed by Dr. Anureet Saxena, Ph.D., CFA, CIPM. Dr. Saxena’s industry-leading research and hands-on investment knowledge is a key asset to McKinley Capital’s Leadership Team and Quantitative Research department. He is assisted by our internal team of quantitative research analysts, our team of data scientists headed by industry-veteran Ken Lenhart, and our esteemed Scientific Advisory Board. This Board includes the industry’s most noted researchers including Dr. Harry Markowitz, Ph.D, CFA, Nobel Prize winner and founder of Modern Portfolio Theory, and Dr. Shijie Deng, Ph.D., Associate Professor at Georgia Tech University.

Our quantitative research and data science team has been recognized for their work in socially responsible investing (ESG), quantitative factor investing, portfolio construction and optimization, transaction cost analysis, the application of global quantitative strategies to the China A-Share market, and active extension (130/30). Our work has been published in many periodicals including The International Journal of ForecastingThe Journal of Portfolio ManagementINFORMS Operations ResearchPension & InvestmentsBloomberg, and The Wall Street Journal. In addition, we’ve been a featured speaker at many industry events including The Institute for Fiduciary Education and the International Forum of Sovereign Wealth Funds.

Scientific Advisory Board

McKinley Capital Management, LLC’s data-driven investment process is guided by our Scientific Advisory Board, a group which includes the world’s most accomplished researchers in the finance and technology fields. Dr. Harry Markowitz, Ph.D, Nobel Prize winning economist and creator of Modern Portfolio Theory, is the Board’s founding member. Dr. John Guerard, Jr., Ph.D is the board chair and former long-time Director of Quantitative Research at McKinley Capital. Dr. Markowitz and Dr. Guerard are joined by experts in fields including pricing, risk management and asset allocation (Dr. Shijie Deng, Ph.D.), portfolio construction and optimization (Dr. Jose Menchero, Ph.D), trading technology and transaction cost analysis (Mr. Rishi Narang and Dr. Ian Domowitz, Ph.D.), machine learning and ultra large datasets (Dr. Ganlin Xu, Ph.D. and Mr. Rochester Cahan), healthcare technology (Ms. Gillian Sandler), and portfolio construction (Flora Kim). This group meets regularly with our team to provide us with solid academic grounding, professional expertise, and cutting-edge technology and investment ideas.

University of Alaska Data Science and Artificial Intelligence Lab

Our student researcher partnership with the University of Alaska brings the classroom to McKinley Capital and adds student researcher capability and academic thinking to our research.

The Wharton School at the University of Pennsylvania 

McKinley Capital joined with the Wharton School at the University of Pennsylvania for an industry-pioneering partnership to study Environmental, Social and Governance (ESG) issue in finance. The results precipitated an update of the finance industry standard for ESG investing (MSCI KLD criteria).