Strategic fund management

Our quantitative investment approach is based on the assumption that in developed capital markets price-relevant information is priced into stock and bond prices immediately. Mathematical models based on this premise are tested for their validity through the use of historical data (back-testing). From these back-tests a trading rule is derived with the objective to achieve an optimal risk/earnings ratio.
The models are continuously reviewed to see how well the actual risk/earnings ratio corresponds with the back-test data. The use of quantitatively managed investment funds in combination with various investment styles (e.g. fundamental analysis etc.) can result in an optimized risk/earnings ratio of umbrella funds or institutional mandates.
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