We provide quantitative advisory services for global equity portfolio management using leading edge technologies including the use of Big Data and Artificial Intelligence, Smart Betas, and ESG (Environment, Social, Governance) factors aimed to enhance portfolio performance.
Big Data and AI strategies
Following the recent trends of increased data availability (so–called "Big Data") and enhanced computing power, we are developing equity ranking models on a global basis using not only traditional statistical analysis but also Big Data and AI (Artificial Intelligence), such as machine learning and multi–layered neural networks. To facilitate these analysis, we also use hardware infrastructures such as GPU computing (parallel computing), Hadoop environment, and cloud computing as necessary.
Smart Beta Strategies
Smart betas are rule based strategies aiming to capture risk premium other than market risk premium. The advantage of investing in smart beta strategies include:
- 1. Diversification of the source of risk premium
- 2. Streamlining investment cost
- 3. Increasing market efficiency through top–down engagement
ESG strategies aimed to enhance portfolio performance
Including non–financial statement information such as ESG (Environment, Society, Governance) in equity investment process could lead to superior identification of company’s risk and growth opportunities in the medium to long term. In our ESG strategies, we focus on ESG factors that seem to explain future corporate value, in order to enhance portfolio performance.