Philosophy

We believe markets are structurally inefficient and provide opportunities for disciplined and balanced investment strategies. Value, Momentum and Quality have proven to be profitable equity strategies for decades. We focus on exploiting anomalies that can deliver attractive returns. A systematic strategy constitutes the backbone of our approach.

  • A systematic approach avoids behavioral biases and allows us to compare over 1000 stocks in one holistic approach.
  • Value, Momentum and Quality factors tend to work well over a 3-4 month holding period.
  • Combining value, momentum, and quality leads to a complimentary, diversified portfolio.
  • Macro and market environments largely influence style performance. 
  • Market neutral strategies can enhance portfolio diversification.