Quantitative Investing. Redefined.

Use the power of a systematic approach for disciplined investing.

Organising complexity by careful implementation and monitoring of strategies developed over a decade.

Why Saemor?

  • Award winning, uncorrelated strategy.
  • Enhancements to our multi-factor model developed over a decade help differentiates us.
  • We understand that transparency is important to our investors and we aim to meet their expectations.
  • We can partner with our investors to provide tailored investment solutions.  
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Saemor at a glance

Team

Strong team with institutional backing

Saemor Capital was founded in 2008 with the backing of insurance company AEGON as a cornerstone investor. We have built an institutional infrastructure with 22 employees. We have 7 on the investment team, blending seasoned experienced Portfolio Managers and junior analysts. The key staff are partners, aligning the long-term interest of Saemor with investors. Saemor currently manages over US$500m.

Strategy

Systematic equity market neutral strategy

The backbone of the European strategy is our systematic approach to investing, culminating in a multi-factor alpha model.

  • We aim to capture alpha opportunities by the careful implementation and monitoring of strategies which we have developed and tested extensively over many years, and which we believe have relevance to today’s markets.
  • Our process is continuously evolving but the way in which we objectively evaluate existing strategies alongside new innovations remains constant.
  • While we focus on systematic strategies a vital human input is still evident throughout our process.
  • We have to make judgement calls on which data and which statistics to use (and which to ignore); we also never lose sight of the fact that, in the end, it is real-world companies that we invest in.
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Long-term track record, award winning with low correlation

Our European equity market neutral strategy has provided consistent returns over 9 years. The strategy has shown low correlation to markets and peers as well as providing protection in negative equity months. The strategy is award winning, gaining consistent industry recognition over the long term.

License

Investment solutions

Saemor has been successfully managing the European strategy since inception in 2008. We are partnering with AMUNDI to launch a Luxembourg UCITS version in 2018. Future plans include the development of a global systematic strategy, building on our proven European capability. 

Bespoke mandates

We have the capability to work with clients, tailoring portfolios to specific benchmarks, risk budgets such as total risk levels, long/short restrictions and investment restrictions such as leverage levels or excluding particular countries or regions.

  • ESG - ESG is incorporated into our portfolio construction process and could be further expanded in the future. 
  • UCITS - We have experience managing a white labelled UCITS strategy. 

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