MULTI STRATEGY
Portfolio of Strategies
Active investment in growth stocks
- - screening core industries and leading theme based on hands-on research
- - momentum trading focused on market trend and growth factor
Quantitative long/short strategy
- - 1st phase: quantitative analysis through in-house quant engine (QAS)
- - 2nd phase: final screening by qualitative analysis
Mezzanine, private equity, pre-IPO
Bond Arbitrage
- - investing in assets with higher yield raised on lower rates
- - pursuit of profits in change of yield term premium
Global macro discretionary/systematic(CTA)
- - commodity, fixed income, currency, index futures, overseas equity
Event-driven strategy
- - right/bonus issue, M&A, benchmark entry/exit etc.