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Opalesque Industry Update - Aris Weath Management S.A. has launched indices sponsored by Societe Generale Corporate & Investment Banking replicating a proprietary quantitative equity investment strategy based on long and short single stock positions selected on the basis of a dynamic model among shares of Pan European companies. The philosophy of the proprietary model is to select sectors which are expected to over or underperform based on trend analysis and impact of macro indicators. Individual stocks are then selected within each sector based on their own trend and risk profile. An overall risk control is then superimposed to target maximum volatility of 5% and returns in excess of 5% per annum. The strategy has been developed in phases between 2007 and 2013 and has been fully invested since. The indices are investable through certificates, notes, swaps and other instruments, are calculated daily, and published on Bloomberg under ticker IND1ADLS Index, IND1QLS Index, IND1ADL Index and IND1ADS Index. Jean-Marie de Charrière, one of the founding partners of Aris Wealth Management said: “In a zero rate environment and in a period during which traditional asset allocation methodologies have yielded modest and often disappointing results, the strategy represents an attractive alternative. Developed over several years by our Chief Investment Officer Alexandre M. Andreani, the strategy has shown resilience and superior return potential. Societe Generale is an ideal partner in this initiative putting at our disposal its well-regarded structuring and execution capabilities”. Giovanni Ortolani, Managing Director, Head of the Private Investment Banking business of Societe Generale in Switzerland said: “Aris Wealth Management has seized a great opportunity to create an instrument which will suit a vast audience of independent asset managers and institutional investors who seek a prudent yet remunerative equity investment solution. We are delighted to have made this possible for Aris by providing structuring advice and making available our smart beta index platform”. Aris Wealth Management S.A. is an independent asset manager regulated by ARIF. Bg
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Industry Updates
Aris Wealth launches quant indices
Monday, November 21, 2016
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