Mission
CIMalgo developes and delivers quantitative solutions for global professional equity investors. We have focused our systematic and quantitative process on two key challenges for any equity investor, the combinatorics of equity selection and risk mitigation without trading off performance.
With our powerful technology, our extensive database and market experience CIMalgo can offer standardized and customized solutions for any market and segment of liquid global equities.
Articles
Common Beliefs in the world of equity investing
In this article we will discuss our approach to volatility and how we want to mitigate portfolio volatility disregarding low volatility as a factor but treating it as a predictive number on a stock by stock basis, subsequently being conducive to a robust equity portfolio. Conventional portfolio theory suggests reducing…
The Robust Global Equity Programme
CIMalgo launches Robust Series, a global equity model capturing performance whilst mitigating volatility. Achieving good long-term portfolio performance is as much about mitigating losses and drawdowns as it is about generating high returns in bullish market regimes. Contrary to conventional portfolio theory which…