HOW WE WORK
We strongly believe in rigorous investment processes based on statistical indicators and mathematical models. Human emotions can lead to behavioural errors when making investment choices.
As we feel a strong responsibility to provide our investors with the best possible risk-adjusted returns, we actively operate in the financial markets to reduce the risk of loss and increase the probability of profit.
QUANTITATIVE APPROACH
Our quantitative models are very different from those taught in economics departments around the world. We are convinced that markets are not efficient and offer opportunities for above-average returns. To achieve these returns, we use a set of deterministic indicators such as the Ulcer Index and max drawdown to measure risk, and a proprietary indicator, the Diaman Ratio, to measure risk-adjusted returns.
QUANTITATIVE MODELS
A quantitative model is a rigorous management process with
pre-estabilished investment rules set after having studied the behavior of financial markets for many years.