QUANTITATIVE Portfolio Strategies
Many valuation models lack the components of time and measurement thus ignoring the importance of historical movements in the market. We believe this oversight causes investors to mis-interpret deviations in market returns, thus ignoring opportunity for enhanced risk management. Our process allows us to take regular snapshots of near-term and intermediate-term market movement to aide in forecasting risk and deciphering the economic cycle.
The Quantitative Portfolio Strategies (QPS) is a series of model portfolios that are designed to reduce noise in the market while allowing participation in market appreciation. QPS leverages the resources of computer science to perform quantitative and fundamental research and econometric analysis. In times of reduced or escalated volatility, QPS can adjust correlation to risky assets to maintain a desired level of risk. This approach maintains discipline throughout the investment process and mitigates the pitfall of emotional investing.