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Investment Committee – May 2021

Investment Committee May 2021:We continue to consider the inflation theme as key to the route of assets valuations. Inflation seems to be the hot topic between market participants with inflationary overshooting observed in several assets prices (energy etc.).

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Selection of Value Stocks May 2021

In value investing our focus is on undervalued companies with strong balance sheets, trading lower than their actual fundamentals or relative to the market.
One of the most effective ways to identify such stocks is the Piotroski f-score. This metric along with some additional ones shown below allows us to limit the universe of around 80K stocks to just ~90. Equities presented in this list are potential candidates for newly created equity portfolios or re-balancing of existing ones.

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Investment Committee April 2021

We saw developed markets strong performance in March with risk on approach continuing as there is no clear possible catalyst on the horizon to change this. Equities corrections are quickly bought back as Fed’s policy continues to be supportive until the maximum employment point of the economy which is far from here.
Payrolls announced last week were very positive and all macro data published recently seem to be supportive on the route of the real economy.

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Selection of Value Stocks April 2021

Selection of Value Stocks April 2021
In value investing our focus is on undervalued companies with strong balance sheets, trading lower than their actual fundamentals or relative to the market.One of the most effective ways to identify such stocks is the Piotroski f-score. This metric along with some additional ones shown below allows us to limit the universe of around 80K stocks to just ~80.

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Volatility FAQ

The volatility market has existed for over 20 years. However, a fair amount of confusion and misunderstanding around the asset class still persists. In the following, we have provided what we hope to be helpful answers to some frequently asked questions regarding investing in volatility―an asset class that today trades two out of the 10 highest volume products in NYSE.

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Selection of Value Stocks March 2021

Selection of Value Stocks March 2021
Our approach
In value investing our focus is on undervalued companies with strong balance sheets, trading lower than their actual fundamentals or relative to the market.

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Retail options activity: To worry or not?

Options Trading Volume – US & Europe
Derivatives trading volume in the US has exploded over the past year and this upswing is more evident in small trades of 10 contracts or less. This typically is the kind of trades dominated by retail investors rather than big players. The amount spent on options premia has declined during autumn but is now back to record highs.

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