Fully automated investing

Wealth management at the highest level

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higher return – less risk – lower costs

We develop rule-based investment strategies that outperform the market in the long term. We apply exclusively scientific models whose success has been documented in numerous studies.

iq MULTI-Strategy
iq MULTI-Strategy USD S&P 500® Performance Index
Return p.a. (geo.): 19,67 %  vs. 5,46 %
2016 Return: 6,67 %  vs. 11,96 %
2017 Return YTD: 32,86 %  vs. 21,83 %
Maximum loss: -15,90 %  vs. -55,25 %
Volatility p.a.: 13,68 %  vs. 14,50 %
Longest bear market: 1,46 years  vs. 6,16 years

This umbrella strategy combines dividend, momentum, trend following and seasonal approaches. Two methods are applied for the selection of high-dividend DAX® shares along with two strategies for the momentum-based selection of shares from the HDAX®.

Based on a trend following strategy, the portfolio is topped off with securities selected from the NASDAQ100®, with the addition of two seasonal DAX® and MDAX® timing strategies. All strategies invest either directly in shares or ETF. Some strategies are based on falling stocks, implemented by using a short ETF with no leverage.

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iq LowBeta SuperSectors
iq LowBeta SuperSectors USD Stoxx Europe 600® Index
Return p.a. (geo.): 7,64 %  vs. 3,84 %
2016 Return: -3,72 %  vs. -2,35 %
2017 Return YTD: 22,02 %  vs. 25,81 %
Maximum loss: -17,94 %  vs. -63,19 %
Volatility p.a.: 9,41 %  vs. 18,30 %
Longest bear market: 3,78 years  vs. 6,34 years

The system invests in ETF on selected European sector indices of the Stoxx Europe 600® (supersector). The investment is only made if the overall market shows a long-term upward trend. A low-beta filter is specified as additional condition, since the investment is only to be made in defensive sectors.

Another selection criterion for including a sector index ETF in the portfolio is that sector’s upward trend in the medium term, checked via appropriate trend filters. Trailing stops are specified to reduce risk.

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iq StockInvestor Germany
iq StockInvestor German USD S&P 500® Performance Index
Return p.a. (geo.): 16,10 %  vs. 5,46 %
2016 Return: -2,46 %  vs. 11,96 %
2017 Return YTD: 30,01 %  vs. 21,83 %
Maximum loss: -20,02 %  vs. -55,25 %
Volatility p.a.: 12,24 %  vs. 14,50 %
Longest bear market: 1,61 years  vs. 6,16 years

The investment strategy developed by iquant in 2012 comprises four elements: with a momentum algorithm, the statistically most promising stocks are filtered out of the German Midcap index MDAX®. Another element is turnaround stocks in the blue chip index DAX®.

In weak stock exchange phases, the entire portfolio can be aligned, market neutral or short, by two additional strategic elements. Here trend following and seasonal logic is applied.

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custom quantitative solutions

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scientific – innovative – leading in technology

Algorithms will increasingly control professional portfolio management in the future. iquant, developer of efficient and reliable solutions, is a pioneer of this technology.

Our automated investment strategies outperform through momentum effects, seasonalities, dividend anomalies, low beta anomalies, mean reversion and other special situations in the market. All investment strategies are subject to a comprehensive stress test.
On a daily basis, a large team of experts at iquant filters millions of records for scientifically proven anomalies in the financial market. For this we utilise multiple server locations in Germany and our own specially-created database and development environment for simulation and back-testing.
iquant is a merger of established companies with specialised knowledge in IT databases and securities analysis. Roots of the partners date back to the 1990s. Numerous institutional and more than 30,000 private clients rely on our expertise.

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Contact us for more information on quantitative asset management and automated investment solutions. You may communicate with us in English or German.

iquant GmbH

iquant GmbH
General-Guisan-Strasse 6
6303 Zug
Schweiz

E-Mail: info@iquant.ch

iquant GmbH