Alternative alpha solutions
Alternative or portable alpha investment have become an important tool for institutional investors seeking to improve portfolio returns. By focusing on non-replicable alpha strategies for diversification the path to consistent returns. Our alpha strategies refer to sources of return for risk taken that are systematically accessible, beta neutral and persistent and typically seek to add alpha, reduce correlation to the market indexes and reduce downside risk. These strategies tend to fit in as an alternative allocation. Strategies that offer access to alternative sources of alpha - from liquid alternatives - can help achieving long-term goals while benefiting from short-term market dislocations. Liquid alternatives aim to provide returns that don’t correlate to traditional asset classes.
Environmental, Social and Governance (ESG)
Whether it's called environmental, social and governance (ESG), SRI, impact investing, or responsible investing, Innolab Technology is able to integrate ESG factors into both into quantitative and alternative beta strategies. Examples are models that integrate ESG factors alongside factors such as value, size, momentum, growth, and volatility or you can use ESG factors and scores as a weight in portfolio construction to create excess risk-adjusted returns, reduce downside risk and/or enhance portfolios.
ALTERNATIVE SMART-BETA SOLUTIONS
Alternative smart-beta are systematic investment strategies that aim to deliver higher return, lower risk, or more diversified performance in comparison to benchmark indices. Smart beta strategies are designed to add value by systematically selecting, weighting, and rebalancing portfolio holdings on the basis of factors or characteristics other than market capitalization. In equity investing, widely used factors in smart beta strategies are value, momentum, size, quality, and volatility. This approach can also be implemented in fixed income, commodity, and other asset classes. Smart beta has its roots in financial theory and in quantitative fund management. Developing smart beta strategies requires both mathematical modeling and statistical analysis and should therefore have a solid research base and expertise in developing quantitative investment and index solutions. We invest continuously in research and employees, with a focus on risk-based portfolio construction, factor investing and related subjects.