Angler
Analytics

Follow us

Call Today!

Tel +44 (0)20 3897 2241
Ocean of Opportunities
Helping you Identify and Catch the Best Investment
Systematic Relative Growth Scores
Evaluation Approach 
S&P© 500
Strategic Intent: Angler Analytics’ Systematic Relative Ratings are supported by a mixture of fundamentals drivers of equity performance and behavior
Performance Overview
Start date2015-01-06​​
End date2018-05-17
Total months 40
+​​​​
​​Portfolio Dynamics: Make dynamic allocation using a market “personality” algorithm
=​​​​
​​Build a portfolio of uncorrelated investments that show stable returns in different market conditions
  
Disclaimer​​
Any opinions, views, news, research, analyses, prices or other information contained on this website is provided as general market commentary and are not intended to constitute investment advice. Angler Analytics LTD will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information.

Why Angler Analytics?
creative approach, objective, replicable and performant  

  1. The Angler Analytics Ltd quantitative stock research system comprises two stock ratings systems:
    • Company performance - relative changes in trend independent of their peers, and relative to their peers
  2. Pairing the trading signals as generated by one stock rating with other trading strategy factors*, it can incrementally improve overall fund holdings performance

  1. Managing Director

TRADING ALGORITHM

Systematic Relative Ratings trading signals evaluation

  • Signals based on Systematic Relative Growth (SRG)
  • Performance analysis and historical data developed in Quantopian
  • Long Strategy
  • Based on monthly SRG Scores for S&P© 500 stocks, rebalance ten times a month
    • limit to equity price higher or equal to $1.00
  • Set commissions and slippage to 0 to determine pure alpha
  • Uses Quantopian order optimization API. Leverage target constrained, maximum 1.0
  
Angleritics’ Ratings Advantages
  • Angler Analytics' ratings are supported by company’s fundamentals drivers
  •   
  • Angler Analytics’ ratings blended with a dynamic portfolio allocation can provide higher returns relative to risk
    • Systematic relative ratings behavior and market “personality” 
    • Consistent with investment objective
1.  the ratings favorability identifies companies that may provide a higher return when a new trend establishes and present lower losses when the trend change

(risk, return advantage)
2.  changes in company’s fundamentals could be an leading indicator of market condition changes


(return advantage)
Angler Analytics’s low volatility tracks average volatility






Backtest shows consistent  higher return on a risk-adjusted basis

Performance During the Fall 2015 Stress Event
Reduced Drawdown Risk in Magnitude and Duration
Exposure driven by the SRG Rankings distribution & rebalancing strategy 

JUNE 2018 Edition​
  If applicable VAT charges will be added

Systematic Relative Growth and Value Ratings

£890.00
PURCHASE
NOW
A quick glance at 3,900 US public companies’ growth and value characteristics
The companies are rated on a 1-13 scale, 13 being awarded to the most favorable
It s​hows that market conditions drive the combination of style and technology portfolio’s exposures. It construct portfolios with broad and diversified exposures while tailoring from undesired risk
  1. ALL POSITION HELD
    ALL POSITION HELD

JUNE 2018 Edition​
  If applicable VAT charges will be added

Systematic Relative Growth and Value Ratings

£890.00
PURCHASE
NOW
A quick glance at 3,900 US public companies’ growth and value characteristics
The companies are rated on a 1-13 scale, 13 being awarded to the most favorable
GET IN TOUCH WITH US
COMMENTS, QUESTIONS?
CONTACT INFORMATION
Your email address will not be published
Call me at any time!
FIRST NAME
YOUR MESSAGE
EMAIL
PHONE
LAST NAME
Submit
Address:
71-75 Shelton Street
Covent Garden, London WC2H 9JQ

Tel +44 (0)20 3897 2241