ABOUT ANNOX

ABOUT ANNOX2019-07-16T12:01:57+00:00
Lars Tregart
Lars TregartChairman & Founder
Founder, Owner, Chairman of Board and Executive Director in a number of companies, mainly focusing on alternative asset management (real estate and alternative investment funds)

We founded ANNOX based on the idea, that investments should be guided by the scientific method;  a process that begins with inspired ideas or economic hypotheses which is followed by analysis based on quantative data,  whereafter models are expanded, tested and integrated into investment strategies. 

ANNOX combines massive amounts of data, world-class computing power and financial expertise to do exactly this.

ABOUT ANNOX

INVESTMENT PHILOSOPHY2019-07-01T15:09:54+00:00

ANNOX investment policy is based on three fundamental pillars:

  1. The financial markets are not completely efficient, i.e. there exist market abnormalities which can be used to generate excess returns.
  2. Financial markets offer risk premiums, i.e. additional returns for investors taking additional risk rather than placing their assets in risk free assets.
  3. Financial returns experience heavy tail risk, i.e. investment portfolios should be constructed to limit exposure to the extreme events.
MULTI STRATEGY2019-07-01T15:11:00+00:00

ANNOX invests using an umbrella approach by deploying a large array of investment strategies designed to target specific market abnormalities or risk premia within different asset classes. Market risk premia are typically based on known academic research, but may be discovered by the in-house researchers. 

  1. We provide an easy exposure to the major asset classes, global diversification, and protection against tail risk through an all-in-one product.
  2. Dynamic diversification through changing market conditions,  we rebalance our portfolio on a continuous basis while considering trading cost relative to expected gains.
  3. We control drawdowns using dynamic asset allocation.
  4. Technological advantage. We have a flexible, module-based investment system, which enables plug-and-play of new research.
  5. Collaboration with universities. We have a well-established research collaboration with two major universities.
QUANTITATIVE DRIVEN2019-07-01T15:03:10+00:00

ANNOX applies a broad range of mathematical tools including machine learning, statistical modeling, and mathematical optimization. Our models are effective at identifying and quantifying investment opportunities, uncovering repetitive patterns and dependencies, and executing trades using best practice

Capital is allocated using a systematic methology that is purely driven by quantitative data, which removes human emotion from the daily decision making, making it eaiser to commit to a consistent strategy, ultimately resulting in higher profits.