What Is Our Approach

Cutting edge Cambridge R&D, innovative technology and proprietary solutions

Cammillion combines R&D, technology and data to create uniquely investable themes.

Innovation is in our DNA. Our industry tested investment solutions are backed by years of R&D, with some published in peer reviewed journals.

OUR WHITE PAPERS

Thematic Factor Based Investing

Learn how we construct portfolios using the principles recommended to the Norwegian Government Pension Fund Global; and capitalise on long term themes that transform our society.

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Taming and Harnessing Risks

Focusing on portfolio construction, execution and monitoring, we show how risks can be tamed and harnessed to create optimal risk-reward investments.

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Frictionless World

Incurring transaction costs is an inevitable part of investing. We show how we strategically manage transaction costs from the design of strategy, costs estimation, portfolio construction and to execution of orders.

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Personal Wealth Manager

We promote financial inclusion, narrow our society’s wealth divide; and empower investors to control their financial destiny. We construct optimal portfolios that incorporate changes in the markets, be adaptive to changes to personal lifestyle and priorities.

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OUR PEER REVIEWED JOURNAL ARTICLES

Stock Returns Computation

Stock returns are sensitive to how they are measured – we show you the reason.

Stock Market Overreaction

Behavioural finance argues that human psychology drives prices – we investigate the overreaction hypothesis.

Stock Market Size Effects

Investing in small stocks is popular – we show how this is related or not to behavioural finance.

Profitability Of Contrarian Investing

Many factors have been proposed to capture stock market anomalies – we provide detailed analysis on simple vs. sophisticated metrics derived from accounting, finance and behavioural finance.

Equity Issuance Signal

Financial crisis provides an ideal setting to study how quality signalling by firms, and information asymmetries, might explain the stock price reactions around seasoned equity offerings.

Insider Trading And Stock Manipulation

Insider trading is executed with the aim of being evasive and undetected. We hypothesise a model to detect possible insider trading and stock manipulation and react in almost real time.