Factor Based Thematic Investing

Clients expect lower fees and investments that outperform. Managers can be overwhelmed by real information and fake noise.

Institutions need scalable, data-driven system that strikes the right balance of idea generation, decision making, optimisation and workflow automation.

We build optimal portfolios by combining alpha signals from alternative and core data with transaction costs and risks management. Achieve the same investment performance at lower production costs.

Why Is Our Approach Better?

Follow the recommended investment principle for the USD 1 trillion Norwegian Government Pension Fund Global

“… much of the behavior of the Fund’s small active return can be explained in terms of systematic factors.”

“In fact, approximately 70% of all active returns on the overall Fund can be explained by exposures to systematic factors over the sample.”

“We recommend a more top-down, intentional approach to strategic and dynamic factor exposures.”

Recommendations by Professors Andrew Ang (Columbia Business School) , William Goetzmann (Yale School of Management) and Stephen Schaefer (London Business School) in 2009.

Idea generation, personalisation, backtesting and production run on single platform, so you can deploy your strategies within minutes
Adopting direct indexing on long term themes, we offer outperformance and personalisation at a fraction of cost to other approaches.
Learn how an optimal factor based portfolio can be constructed to capitalise on sustainable themes

Want To Do It Yourself ?

We allow users to screen based on core (e.g. past stock performance, valuation metrics, financial performance and position) and alternative data (e.g. sentiment and news) for ideas to build their portfolios if our algorithm is not used.