Figures are worth a thousand words
€677mln
AuM
20
year track record
2
levels of risk for each strategy
5000
European and North American stocks are analyzed for inefficiencies using our quantitative tools and statistical analysis
A combination of complementary approaches for your all-weather long/short equity strategies
Our equity market neutral strategies aim to offer steady performance by taking advantage of inefficiencies in the equity markets through the combination of complementary arbitrage strategies:
- Arbitrage of the main world indices (such as the S&P 500 or Euro Stoxx), which aims to take advantage of price movements surrounding periodic rebalancings,
- Relative value arbitrage, which seeks to exploit relative price differences between two similar instruments
A wide range of opportunities for a diversified portfolio
With our quantitative tools and our statistical analysis of each opportunity we seek to detect inefficiencies across a large universe of more than 5,000 European and American stocks. Our technical scrutiny is complemented by a discretionary analysis by the investment team before incorporating the transaction into the portfolio. The investment team implements a diversified portfolio in all market environments, in terms of geographical areas, investment sectors, and capitalization sizes, and weights transactions according to their risk level.
- Risk of loss of capital
- Equity risk
- Interest rate risk
- Credit risk
- Commodity risk
- High Yield risk
- Currency risk
- Liquidity risk
- Derivative risk
- Counterparty Risk
- Model risk
- Arbitrage risk
- Volatility risk
- Emerging market risk
- Leverage risk
- Index provider risk
- Sustainability risk
