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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

9605 Trading signals triggered since 02/01/2013
Average performance per trade: 13.0% for an average duration of 8.0 months.
2675 Megatrend signals triggered since 01/09/2011
Average performance per trade: 132.9% for an average duration of 31.0 months.

Tactical Europe Portfolio :

-4.2% since 01/01/2020,
performance (alpha) : +12% versus Stoxx600NR

Megatrend Europe Portfolio :

+6.9% since 01/01/2020,
performance (alpha) : +23.1% versus Stoxx600NR

Core US Portfolio :

+20.3% since 01/01/2020,
performance (alpha) : +19.1% versus S&P500

Trading signal split (stocks only)

  • Enter Long : 42.2% of stocks with an « enter long » signal in process
  • Enter short : 3.6% of stocks with an « enter short » signal in process
  • No signal: 54.3% of stocks of which last signal is an « Exit Long » or « Exit Short »

Market Analysis

21/10/2020
Market phase: Volatile trading range

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

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

There was no follow up on the Monday’s drop in equity markets that looks now on a « wait & see » mood. A concern looks to be the narrowing lead of Biden against Trump in polls, that ratchet up uncertainties back on the US presidential outcome with higher probability of a contested election. Meantime hopes for a relief package before the end of the week maintain a positive momentum for stocks, especially cylical ones.
In Europe, the Food & Beverage sector is weakening again led by Danone (in Major Bearish Trend) while Banks and Airlines continue to stabilize at low level and improve short term in relative terms.
However the main change in our indicators is on the Market Pressure index which is now above 50 at 52/100 and points for a Neutral phase rather than a "risk on" mood. That means that markets are now much less directional and more caution is required even if there is no correction in sight for the moment (correction signal at 58/100, major correction signal at 70/100). The surge in the MPI looks volatility driven with a VIX close to the 30 level.
In terms of participation, the situation remains unchanged for stocks in both the US and Europe, while profit taking continue on quality/growth stocks offset by value theme and small caps. The US 10Y rates is now back at a 4 months high (0.83%) and still rising, that is rather bullish for the economy and may eventually trigger a positive signal for US Banks (short term score currently improving) later on, if confimed. All in all a mixed bag driven by a volatile situation.