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 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.
|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.
|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.
Algorithms will increasingly control professional portfolio management in the future. iquant, developer of efficient and reliable solutions, is a pioneer of this technology.
Contact us for more information on quantitative asset management and automated investment solutions. You may communicate with us in English or German.