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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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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.
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Analysis

Performances

10273 Trading signals triggered since 02/01/2013
Average performance per trade: 15.8% for an average duration of 8.0 months.
2934 Megatrend signals triggered since 01/09/2011
Average performance per trade: 144.6% for an average duration of 30.0 months.

Tactical Europe Portfolio :

+6% since 01/01/2021,
performance (alpha) : +4.3% versus Stoxx600NR

Megatrend Europe Portfolio :

-1.3% since 01/01/2021,
performance (alpha) : -3% versus Stoxx600NR

Core US Portfolio :

+1.2% since 01/01/2021,
performance (alpha) : -0.3% versus S&P500

Trading signal split (stocks only)

  • Enter Long : 55.8% of stocks with an « enter long » signal in process
  • Enter short : 0.5% of stocks with an « enter short » signal in process
  • No signal: 43.7% of stocks of which last signal is an « Exit Long » or « Exit Short »

Trading ideas

25/02/2021

Buy signal on Airbus (AIR-FR)

We had an Enter Long signal on February 24th 2021, triggered by our system on AIR-FR, Airbus, the French Aerospace company.

Airbus is a €72 Bn market cap and the leader in Europe and No. 2 worldwide in the aeronautics, space and defense industry. Revenues split between 3 main segments :

1/commercial aircraft (77% of sales), Airbus is world leader in aircraft with more than 100 seats;

2/defense and aerospace systems (15%) including military aircraft (particularly transport, maritime surveillance, anti-submarine fighter and air-to-air refueling aircraft), space equipment (orbital launchers, observation satellites and communications, turboprop aircraft, etc.), defense and security systems (missile systems, electronic and telecommunications systems, etc.). Airbus SE also offers aircraft training and maintenance services;

3/civil and military helicopters (8%).

Airbus posted a net loss of €1.1 bn in 2020, but a profit of €1.6 bn in Q4, nearly 60% above market expectations. At the end of September, Airbus had delivered only 341 planes and had 135 aircraft manufactured but not shipped to their customers due to the health crisis.In addition, the company managed to register 268 net orders in 2020, increasing its order book to 7,184 commercial aircraft, what secures the company’s revenue over a decade.

Among other positive, a pause in the « subsidies war » concerning Boeing and Airbus could be on the Agenda between the US and France.

Short term catalyst : Reopening of the world economy, pause in "tarifs war".

This signal looks consistent with the Aerospace & Defence sector in Major Bullish Trend.

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