Systematic equity strategy
The backbone of the strategy is a dynamic multi-factor model using fundamental and technical factors. Several enhancements were added blending qualitative insights in the model:
1. we designed the model to be adaptive to both the equity market and the macro environment: we know that in a recession other stocks are attractive than in a bull market.
2. we avoid or limit stocks where other things than our model drive performance, like M&A candidates.
Our edge is to define and combine fundamental quantitative factors better than our competitors.