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Cross-Asset Allocation via ETFs

For 15 years, Jacques has considered geopolitics as a raw material. He has developed and enhanced an investment strategy based on Geopolitical and Global Macro. Today, these two terms are quite trendy, due to the increase in geopolitical risks. However, investors often blame these two pillars for their inefficiency to produce an understandable and efficient investment process.

In addition to our fundamental approach, we integrate a quantitative process to read across criteria and to track extreme correlation and decorrelation. Quantilia will support us on all topics with data mining and NLP (Natural Language Processing).

With the support of Quantilia, GATE Capital Management is able to replicate your current asset allocation in ETFs or/and to advise diverse asset allocation profile fulfilling your needs

Event

Political Risks

Natural Disasters

Regulations

Geopolitical Risks

Economy

Growth

Monetary Policy

Budgetary Policy

Credit

Demography

Inflation

Sentiment

Put/Call Ratio

Market Sentiment

Owner Indicators

Hedge Funds Beta

Volatility Regime

Monetary Conditions

Volatility

Market

Bonds

Equities

Commodities

Currencies

Real Estate

Volatility

ETF selection goes digital

Screen the market efficiently to detect trends and investment opportunities :

  • Factor analysis at the asset and portfolio level
  • AI-Based clustering methods
  • Enhanced ratios and benchmark
  • Our internal parameters, conventions, and asset classification took into

Quantilia allows us to adjust the level and granularity of data to meet needs:

  • Look through on funds, indices, futures,…
  • Data aggregation
  • Deep dive by crossing sector, countries, axis classification, and areas of focus.
  • Split direct/indirect holdings
  • Overlap analysis
  • Fund selection by holdings.

Define the most relevant metrics, apply filters, and scoring methodologies to get the most relevant asset rankings :

  • Cross various calculations and data sources
  • Enhanced algorithms and proprietary methodologies
  • Keep control of the algorithms and achieve our objective with a fully transparent interface
  • Have refreshed and up to date data available at anytime
  • Deep database of funds, ETFs, stocks, etc…