We believe that today’s research is tomorrow’s performance. Research is an integral part of portfolio managers’ work and we have a long tradition of applying scientific research methods to create innovative strategies for our clients. Our collaboration-based approach to research has led us to build a strong, extended network of industry practitioners and academics to generate and develop ideas.
Today’s research drives tomorrow’s performance
Delivering research Into strategies
Integrating News through Natural Language Processing methodologies into our macro-signals indicators
Seek to improve the reactiveness of our Nowcaster macro indicators by adding macro news sentiment signals
Implementation of the ‘Newscaster’ sentiment signals alongside the ‘Nowcaster’ signals in our multi-asset investment processes
Machine Learning in Private Equity
Applying machine learning algorithms to forecast the return of Private Equity funds based on structured data, unstructured date and GP (General Partners) sentiment
Score all known funds in fundraising
Efficient shortlisting of funds to be reviewed by analysts:
- 700 funds trained
- 300 funds tested
- 70% accuracy achieved
Designing a proprietary ESG scoring methodology for companies
Develop an ESG indicator aligned with our equity investment process around active risk management
Implementation of monthly indicators in our equity investment processes from the risk perspective. We took into account differences in materiality of ESG issues for different sectors and incorporated the impact of controversies, when relevant.