Our Process
Consistent, Controlled, Repeatable
Our process is transparent, consistent and controlled. We research ideas, build and refine valuation models, forecast returns, construct and implement active portfolios and refine their performance. By synchronizing our technology, research and rebalance disciplines, we drive positive results for our clients.
Focus on Specialist Disciplines
We recognize the unique skills and strengths of our technology, research and rebalance teams. Each team is made up of individuals with diverse backgrounds in finance, science, and mathematics, and each team focuses on what it does best.
Our technology team, which built ETHOS, our proprietary platform, loads and cleans data; the research team builds and tests our models; and the rebalance team constructs and refines our broadly-diversified, risk-controlled portfolios.
The result is a reliable and robust, highly defined investment process engineered to be fully synchronized across all investment functions, from security selection, portfolio construction, and trading, through performance attribution and guideline compliance.
►Technology Team - Built and maintains the forecasting engine
The technology team is charged with loading and cleaning fundamental data from our data vendors such as Standard and Poor’s and WorldScope. We are currently exploring an interface with ClariFI for acquiring and managing data. Our technology team, which was involved in designing and building ETHOS, our powerful proprietary research platform, is responsible for its continued development and enhancement.
►Research Team - Forecasting engine
Our research team uses the data loaded into ETHOS to back-test fundamentals and build our 40-plus stock selection models. Designed to navigate the complexities of today’s global investing environment, our models are customized for individual regions, markets and sectors, all of which have their own driving forces and characteristics. The research team recalibrates our models every month to capture any differences in the investment environment.
►Rebalance Team - Portfolio construction engine
The goal of the rebalance team is to construct portfolios with tight tracking error and risk controls using our stock rankings and Barra risk management tools, then execute the buys and sells using state of the art trading technology. The final product s are risk controlled portfolios that fully reflect our tested insights and which are positioned to consistently outperform the market.
Contact us
We invite you to contact us to learn more about the process that drives our success and the results our clients need.
