WHAT WE DO
ANNOX applies a broad range of mathematical tools including machine learning, time series analysis, and optimization. Our models are effective at identifying and quantifying investment opportunities, uncovering repetitive patterns and dependencies, and executing trades using best practice.
HOW WE DO IT
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. Capital is allocated between equity, fixed-income and commodities. ANNOX ensures exposure to the different asset classes by investing in index products such as Futures Contracts and Exchange Traded Funds or alternatively by allocating to large equity portfolios.
ANNOX investment policy is based on three fundamental pillars:
- The financial markets are not completely efficient, i.e. there exist market abnormalities which can be used to generate excess returns.
- Financial markets offer risk premiums, i.e. additional returns for investors taking additional risk rather than placing their assets in risk free assets.
- Financial returns experience heavy tail risk, i.e. investment portfolios should be constructed to limit exposure to the extreme events.
Active management of asset allocation
We provide an easy exposure to the major asset classes, global diversification, and protection against tail risk though an all-in-one product.
Dynamic diversification through changing market conditions.
We control drawdowns using dynamic asset allocation.
More than just a long/short fund
We use a combination of machine learning, statistical modeling, and mathematical optimization to uncover robust patterns.
We have a flexible, module-based investment system, which enables plug-and-play of new research.
Collaboration with universities
We have a well-established research collaboration with two major universities.