About Alpha Captech
Product Overview
Investment Objective
Investment Strategy
Restricted Pages*
* Login required.
Investment Strategy 

The investment strategy of Mathiesen's system is based big data algorithms for financial market anomalies. The essence of this strategy is to exploit price inefficiencies in the stock markets that are caused by less informed and/or less intelligent investors' overreactions to good or bad news announcements. More specifically, Mathiesen's system is a purely quantitative and model dependent type of anomalies investing system that allows the portfolio manager to back-test the system on historical data before it is used for real stock investments. In other words, the system has validation and development advantages that are not possible when using a more traditional investment approach where the stocks ultimately are selected by the personal judgment of a portfolio manager. It is also important to stress that Mathiesen's system is based on accounting and market fundamentals and not on technical analysis of time series. Nor does it depend on hedge instruments that again are based on historical correlations. This is stressed because in times of unusual market behavior (like the second half of 2008) such technical analysis and hedge instruments tend to be grossly out of order resulting in catastrophic fund busting loses.

Proven investment strategy
Market anomalies investing are some of the few investment strategies that are proven to be able to outperform the long-term market return on a risk adjusted basis decade after decade. There is an increasing number of high quality peer reviewed academic references confirming this and it can also be seen from the long-term return of the publicly available stock indices, such as, MSCIís global value index or the small cap index. So what is new about Mathiesen's system? It has optimized the purely quantitative type of anomalies investing in several novel ways so that it is much better at identifying the underpriced stocks than demonstrated by any of the publicly known systems. However, for obvious commercial reasons no material information can be disclosed to the public about Mathiesen's system.

Not a black box
Quantitative market anomalies investing is not a black box strategy. There are several publicly known versions of these strategies which can be reproduced and verified by any qualified person who takes the time to do the required back-tests. However, not everybody has the required skills to do this and even among the qualified people some are much better at it than others and this is why some quantitative investment funds can perform much better than others.

Important legal information: The contents located on this web site do not constitute an offer for sale. Alpha Captech does not make any promises that our past performance will guarantee similar future performance. Opinions expressed are subject to change at any time. The contents are based upon information which is considered reliable, but no representation is made that they are accurate or complete, and should not be relied upon.

Copyright © 2017 Alpha Captech. All rights reserved.

Contact Alpha Captech