Selecting Process

Out of a vast library of academic research we only pick the very best; models which have consistently proven to generate Alpha.
The latest financial crises illustrated that the risk control framework in many financial institutions was not robust enough, due primarily to weak governance and lack of understanding of risks inherent in business strategies adopted. Our models help to understand these risk and support investment professionals to improve their portfolio risk management.

Through a rigorous process of screening we select investment models which have proven to be able to provide solid, robust excess returns adjusted for the risk borne. 
Excess Return, Volatility, Sharpe Ratio and Maximum Drawdown at Risk are key drivers for this selection.