Asset Allocation
With a philosophy of globally diversified medium-/long-term investment,
we develop efficient asset allocation strategies that meet investors’needs and market conditions.
Strategic Asset Allocation
Construct optimal asset mix conforming to the risk tolerance of our client from a long term perspective
Estimate expected return and volatility by analyzing market price and economic data
- Supply-side estimate of expected equity return
- Default adjusted expected fixed income return
Provide clients with the investment opportunity in diverse asset classes (equity, fixed income, commodity, alternative investments)
Tactical Asset Allocation
Capture excess return by the fine tuning of exposure to certain asset classes as market conditions and outlook change
【Investment Policy Committee】
Utilize proprietary quantitative models based on abundant database related with global economy and various markets to manage asset allocation ratios
【Factor models】
Valuation, Momentum, Reversal, Carry, Commitment to cutting-edge technology - Big Data, Machine Learning etc.
Risk Control
Generate stable return streams by well diversified portfolio and good command of hedging position
Quants’ approaches to avoid big drawdown of portfolio
- Quants’ approaches to avoid big drawdown of portfolio
- Risk appetite index, Risk parity strategies etc.
- Bond signals detect rising interest rates
