The Partners

John Bennett

· Seasoned financial services professional with broad-based management experience across the sector

· 16 years experience in alternatives/hedge fund sector including senior sales roles at Man Group and UBS

· Designed, launched and distributed the first UK structured hedge fund product

· Founding Partner at QLAB Invest AG specialising in rules-based multi-asset Index strategies

· Designed, launched and distributed the first capped fee evidence-based MPS in the UK

· Expertise in non-discretionary investment solutions and their positioning in portfolios

· Highly collaborative approach to business development partnerships

Email: john.bennett@futureindexpartners.com
LinkedIn: https://www.linkedin.com/in/john-bennett-436630/

Dr Steven Bates

· 29 years within asset/wealth management plus 9 years physics research at CERN, Cambridge and Culham

· GEB-2 roles in Investment Management, Product Management, Fund Selection and Sustainability at Credit Suisse and UBS, a member of the Global Investment Committee

· Founder and CEO at QLAB Invest, specializing in rules-based investment strategies

· Partner at Swissrisk Financial Systems a FinTech specializing in portfolio optimisation and risk management

· Trader and quantitative analyst at Merrill Lynch

· Expertise in business strategy, portfolio construction, risk management and mathematical modelling

· PhD in high energy particle physics from the University of Cambridge, UK and CERN, Geneva

Email: steven.bates@futureindexpartners.com
LinkedIn: www.linkedin.com/in/stevenbateszuerich

What We Do

We develop innovative and diversifying investment strategies designed to solve key challenges faced by investors.

Expressed as investable indices to ensure transparency and integrity, our strategies are brought to market in partnership with leading index and product providers across a range of formats — ETFs, funds, structured products, and managed accounts.

All our strategies are subject to a disciplined and consistent process. We begin by working closely with our partners to define the investment objectives, risk parameters, investment universe, and the specific problem to be solved. Our research is conducted with academic rigour, using quantitative methods and high-quality market data. Each strategy is rules-based, ensuring discipline and the elimination of human bias.

Model development, back-testing, and stress-testing are performed using both in-sample and out-of-sample data, as well as randomized datasets — without any parameter fitting — to ensure true model resilience. Some of our models have been live and unchanged for over 15 years, demonstrating their robustness and reliability.

As part of our work, we occasionally publish white papers and present our research at industry events. We value engaging with others who share our passion for innovation in systematic investing — please contact us if you would like us to speak at your event.

We ensure that all resulting indices are efficiently replicable, and we collaborate with world-class partners in product design to deliver optimal performance and risk outcomes for investors.

Our partners each have over 30 years of investment experience, and we are genuinely committed to helping our clients achieve their long-term investment objectives.