Our Quant Portfolio Approach (Approx. 5% to 10% of Fund)
The global markets are fast-moving, swift feedback filled with unlimited information that provides limitless opportunity.
We systemize our investment strategy to manage risks and volatility. Most people call it Quant. Here's what that means to us: We collect massive amounts of data, statistics, information and our computers analyze them. We use this technology to support our macro environment thesis and get investment signals/insights into how the markets will behave.
Technology & Data
Technology and machine learning support and help us go through business sentiment, global markets momentum, economic data, earnings risk and many more. We continue to modify and strengthen our models to provide the most accurate investment signals.
Our Quant only invest in Index Funds (ETFs) to reduce concentration risk. Signals generated in our models will automatically buy/sell Equity, Bonds or Money Market ETF based on market environment/data. By mixing Quant and Value strategy in Turning Point Capital, we generate alpha while effectively manage portfolio volatility.
Quant Fund Allocation
We allocate approx. 5% to 10% of assets under management (AUM) in Quant for automated trading. We believe by having a 2-in-1 diversification with the help of artificial intelligence (AI) will boost returns and reduce risks over the long-term.
Our Quant strategy maximum drawdown* achieved -19% vs. the average general market of -40% to -50% (S&P 500, Dow Jones, etc.) in a crisis/corrections based on back-testing data from 1988 onward. Historically, our Quant Portfolio Allocation on average change 5 times per year.
*Note: Maximum drawdown represents the market or portfolio performance from peak (highest) to trough (lowest).