SOLUTIONS > QUANTITATIVE STRATEGIES
Quantitative All Asset 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.