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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

9725 Trading signals triggered since 02/01/2013
Average performance per trade: 13.6% for an average duration of 8.0 months.
2695 Megatrend signals triggered since 01/09/2011
Average performance per trade: 139.2% for an average duration of 31.0 months.

Tactical Europe Portfolio :

+3.3% since 01/01/2020,
performance (alpha) : +7.2% versus Stoxx600NR

Megatrend Europe Portfolio :

+11.2% since 01/01/2020,
performance (alpha) : +15.1% versus Stoxx600NR

Core US Portfolio :

+32.8% since 01/01/2020,
performance (alpha) : +20.4% versus S&P500

Trading signal split (stocks only)

  • Enter Long : 44.6% of stocks with an « enter long » signal in process
  • Enter short : 0.7% of stocks with an « enter short » signal in process
  • No signal: 54.7% of stocks of which last signal is an « Exit Long » or « Exit Short »

Market Analysis

19/11/2020
Market phase: Overal bullish trend

US: Exposure to US Equity markets 100% / Cash 0% (unchanged)

Europe: Exposure to European Equity markets 100% / Cash 0% (unchanged)

A second wave of covid-19 is now gaining momentum in the US while apparently peaking in Europe, leading to profit taking in the US broad indices and European equities outperformance led by financials (including Insurance) and cyclicals such as Automotive and Small caps while the healthcare sector is the lagger. In the US the Technology sector is flat, with the Nasdaq100 moving sideways around the 12.000 pts level since August while the Russell 2000 (Small caps) is the strongest spot short term. Therefore investors are tug between short term worsening situation in the US, and a likely brighter mid term situation led by vaccine delivery within 6 months and a likely huge stimulus package delivered at the beginning of 2021. Then, while profit taking is not excluded driven by short term negative newsflow, there is clearly a floor as the market is already looking beyond the health crisis and a likely sustained recovery from H2-2021. This situation may lead to a more lasting than expected catching up of Europe by year end driven by financials and the cyclical/value components coupled with the outbreak cycle, as restrictions should begin to ease in few weeks in major European countries. To be noted : the strong momentum in the energy storage technology segment including stocks such as NIO, Tesla and Nikolas. We continue to favor a broad diversification in themes and sectors, with the risk/Beta couple at the core of stock selection.

Our Market Pressure Index now stands at 46/100 (+1), into the "bullish" zone.
The market participation/density is positive. There is 51% (=) of major bullish configurations for the Stoxx600 and 64% (-1) for the S&P500, while major bearish trend configurations are 8% (-1) for the Stoxx600 and 6% (=) for the S&P500. Therefore the density analysis reflects a positive momentum in Europe and in the US (spread now at +43 in Europe and +58 in the US). During risk-on/bullish market phases, the spread is expected to be > 30.