AlphaSearch is an independent financial analysis company based in Luxembourg, an international financial center home of more than 150 credit institutions. Research on market efficiency, equilibrium models and value premium started in 2002 and led to the incorporation of AlphaSearch in March 2004. We maintain close links with major universities, update our proprietary models based on the most recent empirical studies, and keep on expanding our Bloomberg platform functionalities to meet increasing customer needs.
We aim at capturing patterns known as price momentum and earnings momentum, as well as the value premium. Mainly identified by finance academics over the last 20 years, most of these patterns have been explained by behavioral theories. Traditional Smart Betas are also available.
Our models are available to institutionals through our subscription based rankings and indices, or on the Bloomberg terminal. They enable the asset manager to extract the power of consensus data in a timely fashion. They work on investable universes, both in terms of market capitalization and volume minima, with realistic turnover rates. They address the needs of Advisory & Discretionary Management, Fund Management and Equity Research Departments. Proprietary Trading desks can also implement various long-short strategies.
We understand the need to outsource value added quantitative services in a challenging environment and work with you to integrate our models into your investment process.
Our models are thoroughly explained. There is no black box. They are built upon realistic portfolio management practices and fed by first class financial data. They aim at generating a significant alpha with reasonable turnover rates on small to large cap stocks from a global stock universe.
We can develop custom models that will suit specific universes, countries, sectors or market capitalizations. They are tailored to your requirements. Hence, you can keep your brand name.
Our certified backtesting procedures avoid common model biases, and performance reports on selected universes are published on a regular basis.
We strive to develop a long term relationship with our customers by offering flexible and evolutionary services. Our models address the needs of banks, insurance, private and institutional money managers, including alternative fund managers. Investment styles can range from small cap to large cap, value to growth, country specific to global.