Scientific Active Equity Management
Management Philosophy
Stable and consistent business growth through continued AUM expansion
Comprehensive risk management and investment operation processes
Superior portfolio management with fundamental & quant research coupled with execution capabilities
Investment Process
Investment Objectives
- Competitor Analysis & Market Research
- Investment strategies in line with client needs & regulatory requirements
Strategic Asset Allocation
- Top-down analysis of macroeconomic trends
- Asset allocation based on fundamental & quantitative research
Portfolio
Construction
- "Fundamental analysis of investment universe Corporate access & investment seminars"
- Quant-based modeling and backtesting strategies
- Optimal portfolio construction with risk constraints
Execution
- Transparent execution framework
- Efficient execution with minimum transaction costs
Performance Evaluation & Risk Management
- Regular fund performance meetings (daily / weekly / monthly) Firmwide Asset Management Committee meetings for all business functions
Portfolio Management Committee
- Hosted by CEO, CIOs and the Head of Compliance & Risk Management
- Periodic Review of Portfolio Management-related guidelines and standards
- Evaluation of fund objectives in line with clients' needs and our risk budgets
- Discussion of short-term and long-term strategies through strategic and tactical asset allocations
- Review of fund performance and compliance-related agenda items
- Review and Approval of Investable Universes
Research
- Comprehensive database system for investment universes
- Construction and backtesting of Model Portfolios
- Multi-factor analysis of macroeconomic trends
- In-depth analysis of sector trends and major industry players
- Quant-based analysis on both sectors and individual corporates
- Analysis of fundamentals, valuations and technicals factors
- Investor trips and corporate access
Portfolio Strategy Meetings
- Discussion of investment strategies at the asset class- and fund-levels
- Strategic and tactical asset allocation
- Discussion and approval of investment ideas
- Risk management via stress tests and scenario analysis
- Performance analysis and return attributions
