The core ideas behind our research have their roots in academia, and continuous learning has been an integral part of the organization. We believe knowledge is the key to making better investment decisions.
Our research endeavors cover a wide spectrum of investment approaches as well as technologies to push the frontiers of what can be achieved. We help our clients succeed by helping them make more informed investment decisions, through application of superior technology to solve problems.
Following are some areas of investment research which have kept us busy recently.
Quantamental Investing
Quantamental is a portmanteau, a word coined from a combination of quantitative and fundamental. It is a relatively recent trend in the asset management space. A quantitative approach analyzes vast amounts of financial and non-financial data to identify, using various combinations of criteria, a set of stocks that exhibit characteristics that can offer promising returns. It is less the accounting information that matters here; it is the skillful use of statistics and financial econometrics — and, increasingly, machine learning — across a larger universe of potential stocks.
We are working on the frontiers of the quantamental investment style and are pushing the boundaries of what is possible. Our model portfolios have delivered stellar returns, significantly outperforming all benchmarks. The success of our quantamental investing is rooted in the superiority of our processes.
Options Mispricing Scanner
Exchange-traded options offer a plethora of trading opportunities for by virtue of non-linear payoff profiles and the ability to combine multiple options legs to create a bewildering array of possible payoff profiles.
The Options Scanner identifies statistically significant mispricing in the options market in real-time, for any custom multi-leg options strategy. Time-series and cross-sectional comparisons are made to identify mispricing, on minute-by-minute data.
This is just a sneak peek. There are many, many more ideas, tools and frameworks that keep our team engaged. We are happy to demonstrate these and other solutions.