OUR TECHNOLOGY
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IDENTIFY RISK
Velocity - risk confidence-barometer assigns risk scores (between -6 & +6) to individual Instruments
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Exits - identify reversal opportunities, allows for capital preservation, position management and rotation
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GENERATE INCOME
Deploying derivative strategies to generate income, based on Exit signals
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IMPROVE TIMING
Identifies speed and direction of Instruments, and opportunities for entries and exits.
Velocity assigns risk appetite scores to instruments and identifies regime changes, pending overweight / underweight changes, and acceleration.
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Exits identifies moment of trend exhaustion: when price action is not accompanied by accelerating / decelerating momentum
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BENCHMARK ANALYSIS
Bespoke portfolio creation and daily monitoring.
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Benchmark analysis & portfolio performance optimisation
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MULTI ASSET ANALYSIS
16,000 instruments across Equities, Fixed Income, Commodities, FX
Regions - Global, US, Europe, Emerging Markets, Asia (ex-Japan), Japan, China
Styles and Smart Beta - Min Vol, Value, Growth, Momentum, Quality, ESG and Smart Beta ETF styles.
Thematic - Sector and Thematic Analysis per bespoke basket or theme or sector.
VELOCITY
Velocity is a risk confidence barometer / regime map, diversified over multi timeframes.
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It monitors the speed, direction and acceleration of securities.
The velocity barometer is slow moving, not binary, and has an average duration of 10-12 periods (on daily & weekly investment time horizons)
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It ranks securities by preference to help drive; portfolio construction, relative weightings & position sizings.
It helps Active Managers improve decision making by avoiding the pitfalls of traditional stochastic analysis
An exit is a potential exhaustion of an existing trend, that will allow a mean reversion or rare cyclical turn.
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The optimum duration of an Exit signal is ≈ 4 weeks.
Exits are low frequency signals, but can "flash on" daily - we confirm signals on Friday close, and action on Monday open
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Accordingly, it gives the user the opportunity to manage their overweight / underweight position, or consider options strategies, to preserve capital or generate income.
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EFFICACY
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