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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.
Finance Innovation
Discover

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 trading 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

Analysis

Performances

9432 Trading signals triggered since 02/01/2013
Average performance per trade: 12.7% for an average duration of 8.0 months.
2607 Megatrend signals triggered since 01/09/2011
Average performance per trade: 131.7% for an average duration of 31.1 months.

Tactical Europe Portfolio :

-1.6% since 01/01/2020,
performance (alpha) : +10.9% versus Stoxx600NR

Megatrend Europe Portfolio :

+9.5% since 01/01/2020,
performance (alpha) : +21.9% versus Stoxx600NR

Core US Portfolio :

+21.1% since 01/01/2020,
performance (alpha) : +18.5% versus S&P500

Trading signal split (stocks only)

  • Enter Long : 42.2% of stocks with an « enter long » signal in process
  • Enter short : 3.0% of stocks with an « enter short » signal in process
  • No signal: 54.9% of stocks of which last signal is an « Exit Long » or « Exit Short »

Market Analysis

14/09/2020
Market phase: Normalization in process

US: Exposure to US Equity markets 85% / Cash 15% (unchanged)

Europe: Exposure to European Equity markets 85% / Cash 15% (unchanged)

M&A activity looks to trigger a rebound in tech stocks on Monday after another negative week on the Nasdaq100 (-4.6%) led by GAFAM and Semiconductors.

Nvdia offers $40bn to acquire Arm, a top supplier of designs and intellectual property to most of the global semiconductor industry, while Oracle has been choosen to take over Tik Tok according to the press and Gilead will pay $21 bn to buy Biotech Immunomedics Inc. and its breast-cancer drug. The M&A rush could be a support for Tech stocks short term, in a sign big Tech should use their huge market cap to trigger opportunities, but this may be not enough to resume the strong momentum, given the short term correction in progress led by demanding valuation and rotation towards cyclicals.

AstraZeneca confirmed this weekend it has resumed British clinical trials of its COVID-19 vaccine, one of the most advanced in development, after getting the green light from safety watchdogs. This is a positive for " back to work" stocks , that remained linked to the outbreak situation and progress in new vaccine/treatments. Therefore overall good news, on all fronts but the correction in process on the Technology segment is still alive.

Our Market Pressure Index now stands at 56/100 (-6), into the "risk-on" zone (below 58).
The market participation/density is neutral/positive. There is 43% (=) of major bullish configurations for the Stoxx600 and 50% (=) for the S&P500, while major bearish trend configurations are 34% (=) for the Stoxx600 and 30% (=) for the S&P500. Therefore the density analysis reflects a neutral to positive momentum in Europe and in the US (spread now at +9 in Europe and +20 in the US). During risk-on/bullish market phases, the spread is expected to be > 30.