Mathematical Investment Decisions - Consulting Services
Enabling market professionals to outsource quantitative market research

Particular areas of expertise:

  • Non-standard approaches to Quantitative Analysis
  • Rigorous testing of all approaches. We particularly value the counter-intuitive
  • Sector rotation scientifically applied
  • Dynamic asset allocation

Contact us at info@mathinvestdecisions.com or call (856) 857 9088

See Our Sector Rotation Strategy and Results in Detail


Work we have performed for the Professional Money Management Industry
 
International Equities
Combination ETFs
"Markowitz" Program
     
International Rotation 8 ETFs
Small Caps
US & International Economies
 

These have all been built using high level quantitative analysis and our own proprietary tools, along with Financial Data Calculator.

Each of these is a result of dealing with certain constraints. Thus, they are not our favorite programs, but our favorite programs given the constraints.

For example, the International Equities rotation required an investment in Exchange Traded Funds (ETFs) that were traded in US dollars and traded on a US exchange.

The Fidelity Sector rotation required investment in 20 Fidelity industry funds, none of which were allowed an allocation of more than 5% of the equity. A further requirement was that each investment be held for at least one month.

The “Markowitz” version required a regular rebalancing to an allocation of 60% equities and 40% debt. Thus this program was only 60% invested in equities. Despite that requirement, it performed well against the S&P as a benchmark.

 

Return to main page