Investment funds fuelled by
market-neutral investing.
Investment funds
fuelled by
market-neutral
investing.
The AlgoSight Fund
Overview.
It is an alternative risk fund that has exposure to various international equity markets including North America, Western Europe, and Asia. It is in essence a hedge fund, however, it diligently follows our philosophy of market neutrality. The portfolio is carefully structured with multiple small stock positions, both on the long and the short side, to ensure it is highly diversified and creates returns that are uncorrelated with any specific markets.
The AlgoSight Fund
Overview.
It is an alternative risk fund that has exposure to various international equity markets including North America, Western Europe, and Asia. It is in essence a hedge fund, however, it diligently follows our philosophy of market neutrality.
The portfolio is carefully structured with multiple small stock positions, both on the long and the short side, to ensure it is highly diversified and creates returns that are uncorrelated with any specific markets.
8 quick facts about the AlgoSight Fund.
Fund Type – Hedge Fund
Asset Class – Equities
Strategy – Equity Hedge
Style – Market Neutral
Geographic Region – Global
ISIN No. – NL0012081434
Bloomberg Ticker – ALSIGHT NA
Fund Administrator – Bolder Group
8 quick facts about
the AlgoSight Fund.
Fund Type – Hedge Fund
Asset Class – Equities
Strategy – Equity Hedge
Style – Market Neutral
Geographic Region – Global
ISIN No. – NL0012081434
Bloomberg Ticker – ALSIGHT NA
Fund Admin – Bolder Group
Investment strategy.
We use historically back-tested algorithms to generate and execute all of the trades, along with various risk signals to adjust our strategies. While some target the mean-reversion properties of price moves, such as reversal of the current price movement, others target momentum properties, like the continuation of the current price movement.
Our portfolio targets an average net exposure to equity markets of 0% (+-10%). It uses leverage to enhance the returns, up to 200%, but only in the context of the constraints of the net exposure.
Investment strategy.
We use historically back-tested algorithms to generate and execute all of the trades, along with various risk signals to adjust our strategies. While some target the mean-reversion properties of price moves, such as reversal of the current price movement, others target momentum properties, like the continuation of the current price movement.
Our portfolio targets an average net exposure to equity markets of 0% (+-10%). It uses leverage to enhance the returns, up to 200%, but only in the context of the constraints of the net exposure.
Influencing factors
our system uses to take positions.
Company Event Signals – Specific events that occur in the life cycle of a company that can have an impact on its share price will trigger our systems to take a position on the information received. For example, if a company announces better than expected results in its annual earnings publication.
News-based Signals – Some company news is not scheduled and can have a significant impact on its share price. For example, if a company initiates a stock buy-back.
Corporate Action Signals – Corporate actions usually trigger share price re-adjustments, such as a company announcing the issuing of new shares.
Price or Action-based Signals – Patterns in a stock’s price history can be used to forecast future price movement.
Auction Participation Signals – Opening and closing auctions can be moments in time when the markets require participation from liquidity providers. We monitor these auctions and can also provide liquidity if necessary.
Social Media Analysis – We keep track of and analyse alternative communications channels such as web blogs, Twitter, LinkedIn, and other web publications that can provide useful information that will affect our positions.
Influencing factors
our system uses
to take positions.
Company Event Signals
Specific events that occur in the life cycle of a company that can have an impact on its share price will trigger our systems to take a position on the information received. For example, if a company announces better than expected results in its annual earnings publication.
News-based signals
Some company news is not scheduled and can have a significant impact on its share price. For example, if a company initiates a stock buy-back.
Corporate Action Signals
Corporate actions usually trigger share price re-adjustments, such as a company announcing the issuing of new shares.
Price or Action-based Signals
Patterns in a stock’s price history can be used to forecast future price movement.
Auction Participation Signals
Opening and closing auctions can be moments in time when the markets require participation from liquidity providers. We monitor these auctions and can also provide liquidity if necessary.
Social Media Analysis
We keep track of and analyse alternative communications channels such as web blogs, Twitter, LinkedIn, and other web publications that can provide useful information that will affect our positions.
The AlgoSight Fund's
historical figures.
