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Investment Strategy
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We believe that the right way to manage equity assets is to combine the best practices of traditional active management and the technological capabilities of quantitative and passive management; we call this approach analytically disciplined active management.
We employ a set of proprietary techniques and procedures to establish relationships between relevant macroeconomic and fundamental factors and the expected performance of sectors and stocks. This results in attractiveness signals (alphas) for sectors and stocks. Using these alphas and the required client objectives and constraints, we build and maintain investment portfolios.
Prior to implementing any strategy (or refinement) we conduct a rigorous back test in order to validate it and to determine its likely benefits.
We have developed and maintain a proprietary database containing over twenty years of history of stock level data (prices, shares, and fundamentals), benchmark data, and macroeconomic data.
Investment Methodology
Comparison to Other Investment Approaches
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© 2009 Stux Capital Management
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Privacy Policy
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