Consilium Bespoke Research AWS
Consilium Bespoke Research Bespoke. Quantitative. Research.
Consilium Securities Research Consilium Securities has developed and utilised its proprietary multi-factor and multiple regression models in determining South African market cycles since 1993. The dynamic model makes no claim to predict cycles, but seeks to understand the movement of market phases to anticipate style rotation.
Our Multi-Factor approach allows us to assist clients with varying investment styles. We can assist with focusing on any investment style including value, growth, momentum and quality. Our model ranks JSE-listed stocks and identifies those that are out- and underperforming, due to exposure to certain risk factors that are prevalent at a distinct point in time. This process can add confluence to the manager’s own selection process. Our quantitative toolbox includes:
We offer our quantitative techniques as investigative tools for portfolio managers to enhance their processes. Varying investment styles can benefit from the identification of the optimal combination of performance indicators in the investment process.
“We prefer spending time with models”
We use numerous machine-learning methods, to optimize variables within our clients’ existing models. This is a process that is continually updated to adapt to changing market conditions. Research areas include the application of Multi-Factor, Multiple Regression and Risk Arbitrage models.
Python, R, Visual C# – These programming languages allow us to run models faster, on a much larger scale and longer time-frame than traditional Excel models. Excel (VBA) – Our Excel VBA models allow us to easily integrate with existing traditional models. Bloomberg, Thomson Reuters – We use several different data vendors. Using these permits us to incorporate higher quality clean data.
With this toolbox in place, we can perform back-testing on large amounts of data, adding a sophisticated level of data manipulation in designing any investment strategy. Take your process to the next level. For more information contact us: +27 11 340 1300 [email protected]
__________________________________________________________________________________________ Consilium Securities (Pty) Ltd is a member of the JSE Ltd
Consilium Securities Research Consilium Securities has developed and utilised its proprietary multi-factor and multiple regression models in determining South African market cycles since 1993. The dynamic model makes no claim to predict cycles, but seeks to understand the movement of market phases to anticipate style rotation.
Our Multi-Factor approach allows us to assist clients with varying investment styles. We can assist with focusing on any investment style including value, growth, momentum and quality. Our model ranks JSE-listed stocks and identifies those that are out- and underperforming, due to exposure to certain risk factors that are prevalent at a distinct point in time. This process can add confluence to the manager’s own selection process. Our quantitative toolbox includes:
We offer our quantitative techniques as investigative tools for portfolio managers to enhance their processes. Varying investment styles can benefit from the identification of the optimal combination of performance indicators in the investment process.
“We prefer spending time with models”
We use numerous machine-learning methods, to optimize variables within our clients’ existing models. This is a process that is continually updated to adapt to changing market conditions. Research areas include the application of Multi-Factor, Multiple Regression and Risk Arbitrage models.
Python, R, Visual C# – These programming languages allow us to run models faster, on a much larger scale and longer time-frame than traditional Excel models. Excel (VBA) – Our Excel VBA models allow us to easily integrate with existing traditional models. Bloomberg, Thomson Reuters – We use several different data vendors. Using these permits us to incorporate higher quality clean data.
With this toolbox in place, we can perform back-testing on large amounts of data, adding a sophisticated level of data manipulation in designing any investment strategy. Take your process to the next level. For more information contact us: +27 11 340 1300 [email protected]
__________________________________________________________________________________________ Consilium Securities (Pty) Ltd is a member of the JSE Ltd
