To select stocks with good Alpha, we consolidate the financial data from each of top1000 listed companies in China, Japan and Taiwan to create a database consists of top3000 listed companies, named Asia VFM database. We use quantitative methodology and information technology to implement fundamental analysis to select stocks, or called quantamental methodology.
Our VFM (Valuation, Financial and Momentum) system identifies undervalued, good financials, and high momentum listed companies in China, Taiwan and Japan; also VFM system will be employed for US and Europe market. We deliver efficient and quality performance with low costs which traditional human analysts and traders cannot compete with.
The investment portfolios managed by our stock selection system and hedge system are designed for large size of capitals which prefer low volatility and absolute return. We allocate funds mainly to stock market and to fixed income market.....Read More
The risk could be high in single market; however, if we equally allocate funds to different markets, the MDD (maximum drawdown) is significantly reduced and the Sharpe Ratio could be optimized. Take the simulation as an example...............Read More
VFM system uses quantamental analysis to identify undervalued, good financials and high/low momentum stocks to outperform market index. Alpha is the excess returns of a fund relative to the return of a benchmark index. We expect to...........Read More
The hedge system is made to hedge the market risks of China, Taiwan, Japan and Asia (CN+TW+JP) through equity index futures. It's a real time dynamic hedge system indicates optimal risk exposure and hedge ratio, also this system is a sophisticated.....Read More