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Outperforming
with Quantamental

Using our proprietary technology, investors can outperform the competition thanks to better sector rotation optimization, identify market mood and select megatrends stocks or ETFs via our signals.
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Awarded by Finance Innovation in the Assets Strategies & Allocations category.
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Our edge

Develop

We develop algorithms dedicated to outperform financial markets
Our algorithms combine many items including prices behaviour in both absolute and relative terms, a pattern library to identify ranges or trends, correlations with many macro elements, volatility and relative asset classes behaviour, as well as qualitative data including betas and financial metrics and proprietary ratings. Our approach is therefore multiple and diversified, as well as based on learning curve.

Track

We track equities & ETFs all over the world (long & short trades)
These combinations allow us to identify many investing opportunities via our signals to capture the « big picture » on a daily basis. This leads naturally to a « global macro » approach, or a transversal Equity strategy. Our screening tools also make it very easy to set strategies based on specific geographies, themes or sectors.

Analyze

We analyse what flows show
We do not « cover stocks » but aim to understand markets via our strategic signals, to monitor sector rotations and market phases via configurations analysis by index on a daily basis. Looking at signals for single stocks we identify the best opportunities, and propose it via a short investment case when needed.
Plateform

Phi-A

Phiadvisor - Outperforming with Quantamental
Phiadvisor - Outperforming with Quantamental
Analysis

Performances

12374 Trading signals triggered since 02/01/2013
Average performance per trade: 14.4% for an average duration of 8.2 months.
3468 Megatrend signals triggered since 01/09/2011
Average performance per trade: 109.2% for an average duration of 31.0 months.

Tactical Europe Portfolio :

-6.5% since 01/01/2022,
performance (alpha) : +2.5% versus Stoxx600NR

Megatrend Europe Portfolio :

-12.7% since 01/01/2022,
performance (alpha) : -3.7% versus Stoxx600NR

Core US Portfolio :

-15.1% since 01/01/2022,
performance (alpha) : +1.5% versus S&P500

Strategic signal split (stocks only)

  • Enter Long : 29.8% of stocks with an « enter long » signal in process
  • Enter short : 3.5% of stocks with an « enter short » signal in process
  • No signal: 66.7% of stocks of which last signal is an « Exit Long » or « Exit Short »

Market Analysis

Trading ideas