We develop systematic / rule-based investment strategies on the foundation of our distinct investment philosophy and a holistic view on markets. As an independent company, we act in the best interest of our clients to provide long-term investment strategies, developed free from obligations, industry conventions and conflicts of interest.
The strategies are the result of comprehensive internal research and analysis processes. For us, this does not only involve collection and statistical analysis of data, but particularly qualitative evaluation to generate relevant information. All strategies have been extensively tested with historical data and are permanently simulated for monitoring.
With the following tool, we present our strategies in an interactive way. Your own times series can be entered to combine or to compare with our strategies. A tutorial for this portfolio simulation tool is available online on SlideShare: Tutorial Portfolio Simulation Tool
Video Tutorial on the Portfolio Simulation Tool:
A PDF version can be download here
The excerpt from the portfolio tool above underpins our effort to develop own software or tailor existing solutions. This is done with the aim to have the testing and simulation capabilities at hand, we demand to fulfill our commitment to clients. The same driver is behind our search for uncommon data and data sources, as well as manual adjustment of data if appropriate. These enormous efforts enable us to finally develop strategies that consequently follow our research findings.
Numerous Factors systematically combined
Special attention is paid to the discrepancy between academic research and practical implementation with focus on liquid strategies, primarily in the equity space. Our analytic solutions can be understood as practical guidance, adding value directly. To achieve that purpose, externalities like behavioral patterns and game theory, seasonality, frictions in implementation and other “soft” factors are incorporated into the analytical process.
Although many technical terms and numerous factors have been mentioned so far, the particular strategy rule set might be small and very comprehensible. Together with the discipline to follow the rules, a systematic framework is very supportive in maintaining overview and confidence during the difficult market periods.
Strategies to implement with ETFs
Our investment strategies are mostly developed for implementation with Exchange-Traded Funds (ETFs) those that are listed in Europe under the UCITS regulation but also for US listed ETFs (1940 Act). Experience in the development of systematic strategies is beneficially combined with in-depth expertise in ETFs. Where the utilization of ETFs is not possible or more appropriate alternatives are available, we deliberately ignore ETFs and if applicable, single stocks, futures or other vehicles are considered.