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

Mathiesen has developed a unique system for quantitative anomalies investing in exchange traded stocks. The list below mentions three important product features:

  • Proven investment strategy: The developed system is based on well known stock market anomalies that are independently proven to yield higher long-term returns than the market benchmark on a risk-adjusted basis decade after decade. Mathiesen's system is essentially a comprehensive enhancement of the publicly known and proven principles for market anomalies investing combined with multiple ideas of his own making. Moreover, his system has been subjected to very extensive and highly realistic robustness tests made to reveal the sensitivity of its back-tested performance data for various changes in the investment system and its back-test procedures. Mathiesen's back-tests are also more realistic than nearly all back-tests seen in academics and most back-tests seen by other portfolio managers. This is so because Mathiesen explicitly account for investment capacity and also rebalances the back-tested portfolios on a continuous basis. Nor do Mathiesen's back-tests depend on unrealistic assumptions about the ability to short any portfolio assets and they always deduct the cost of implementing the strategy. 
  • Most profitable high capacity system: The back-tested returns, as measured since January, 1992, reveal substantially higher risk adjusted returns than the global stock market return and other actively managed funds. Moreover, the return advantage persists even for very large multi billion USD portfolios. Furthermore, the details of Mathiesen's system are known only by himself so in this sense the investment system is unique and cannot be copied by any competing management company.
  • Risks are less than the global stock market: The investment strategy is low risk because it is long-only in stocks and a little cash. There is no shorting or leverage. Nor is there any use of sophisticated and hard to value assets. For the smallest portfolio sizes the risk is spread on over 500 different exchange traded companies from all world regions in all industries. The probability of earning higher returns than the global stock market is much higher than 50% when measured on a monthly basis and it is growing to 100% when measured on 3 years returns or longer. However, the investment strategy is unique with its own investment return cycles and risk exposure. This means that short-term it cannot always beat the market return and long-term its positive alpha return can be higher or lower at different periods in time.


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