Of Slopes and Flops – Navesink International

TASA ID: 13992

This article was originally published on NavesinkInternational.com and in Albourne Village, village-us.albourne.com

Portfolio modeling and information selection

Any investment decision should be grounded in solid market or economic information, not in the investor’s last emotion. This is true no matter which investment segment the portfolio manager is in:
  • In global macro / asset allocation, CIOs use econometric information (GDP, growth, balances, unemployment, PPP…), as well as market information (FX rates, interest curves, index PE...) to decide their asset class allocation.
  • In discretionary equities, portfolio managers ground their analysis in corporate fundamental information (cash-flow models, ratios, balance sheet metrics and their growths), more qualitative information (business strategy, management quality, relative positioning, provider and client data, new products) and many types of market & economic information.
  • Statistical arbitragers use technical information (momentum, acceleration, volatility, oscillators…), fundamental information (ratios, cash-flows, balance sheet statements...) and pretty much any data source they can put their hands on.

To read more, download the pdf below. 

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