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Quantitative All Asset Model


 

Exposure to multiple asset classes (equities, commodities, and fixed income) and investing styles (quantitative equity, momentum, and trend following) in one model.

QUANTITATIVE STRATEGIES

What are Quantitative Strategies?

Benefits of Quantitative Strategies

QAAM

Quantitative All Asset Model

Why you should invest

Exposure to multiple asset classes (equities, commodities, and fixed income) and investing styles (quantitative equity, momentum, and trend following) in one model.

Overview

The Quantitative All Asset Model invests in large cap global equities, commodities, income, and real estate securities.

The model utilizes a parallel process to monitor economic and market risk. The business cycles of all major economic regions are monitored via our Economic Composite (TEC™) model. Market risk is monitored by our TRIM™ algorithm that combines market momentum and volatility.

Notional Sector Exposure Target Weights

Investment Process

Equity Process

1 PROPRIETARY RANKING

QAAM employs a proprietary multi-factor model to rank global equities on their value, momentum, quality, and financial strength factors.

2 TRADE OPTIMIZATION

Our proprietary TRAC™ system is used in an effort to optimize buy and sell decisions for targets and portfolio holdings.

3 REBALANCING

Portfolios are rebalanced every six months.

MULTI-FACTOR RANKING APPROACH

VALUATION

Stocks are ranked on valuation ratios such as P/E, EV/EBITDA, P/CF, and our own proprietary valuation ratios.

QUALITY

Stocks ranked on performance metrics such as return on equity, return on invested capital, etc.

FINANCIAL STRENGTH

Stocks ranked on debt-to-equity, interest coverage, Piotroski F Score, etc.

MOMENTUM

Stocks ranked on relative performance over the last 12 months.

Quantitative All Asset Model


Quantitative All Asset Model

Why You Should Invest

Exposure to multiple asset classes (equities, commodities, and fixed income) and investing styles (quantitative equity, momentum, and trend following) in one model.

Overview

The Quantitative All Asset Model invests in large cap global equities, commodities, income, and real estate securities.

The model utilizes a parallel process to monitor economic and market risk. The business cycles of all major economic regions are monitored via our Economic Composite (TEC™) model. Market risk is monitored by our TRIM™ algorithm that combines market momentum and volatility.

Investment Process

PROPRIETARY RANKING

QAAM employs a proprietary multi-factor model to rank global equities on their value, momentum, quality, and financial strength factors.

TRADE OPTIMIZATION

Our proprietary TRAC™ system is used in an effort to optimize buy and sell decisions for targets and portfolio holdings.

REBALANCING

Portfolios are rebalanced every six months.

Multi-Factor Ranking Approach

VALUATION

Stocks are ranked on valuation ratios such as P/E, EV/EBITDA, P/CF, and our own proprietary valuation ratios.

QUALITY

Stocks ranked on performance metrics such as return on equity, return on invested capital, etc.

FINANCIAL STRENGTH

Stocks ranked on debt-to-equity, interest coverage, Piotroski F Score, etc.

MOMENTUM

Stocks ranked on relative performance over the last 12 months.