Systematic equities

The systematic stock selection process monitors a range of fundamental factors for which we have identified evidence of investor under-reaction. While investors do recognise these factors are important (e.g. they react to changes in the factors), they do not process the information in an efficient and timely manner, resulting in investment opportunities.

Core alpha signals are combined with a range of risk systems including value trap warnings, signs of accounting manipulation by management and a proprietary portfolio optimisation methodology. This process is constructed in such a manner as to simultaneously select stocks and manage macroeconomic risk, via the stock selection itself.