An advanced investment process, developed by the management team of the fund, is in place in order to find the correct direction and optimal leverage for each asset and the best asset allocation for the fund.
There are 4 phases on the investment process
Phase 1:
Determining the economic environment
The economic life cycle determines the current economic environment and represents the starting point for determining the trend of each asset
Phase 2:
Determining the short term market direction
While the Economic life cycle model determines the long term direction of the markets, our tactical models aim to estimate the trends of the markets in a short term. The short term trends are identified using a combination of macroeconomic and technical models
Phase 3:
determining the leverage
The leverage of each asset is determined using a scoring model that is a weighted average of the technical and macroeconomic indicators
Phase 4:
asset allocation
The allocation between different asset classes is done using an optimization model that aims to:
