Our Offering
Disclaimer
Performance since 30/06/2008 is based on historical data, adjusted for fees and transaction costs, and is provided for informational purposes only. Past performance is not necessarily indicative of future results. The displayed performance does not include any subscription or redemption fees or commissions. S&P 500® is a registered trademark of S&P Dow Jones Indices LLC. Nasdaq-100® is a registered trademark of Nasdaq, Inc. MSCI World and MSCI World All Cap are registered trademarks of MSCI Inc. These strategies are not sponsored, endorsed, or affiliated with S&P Dow Jones Indices LLC, Nasdaq, Inc., MSCI Inc., or their respective affiliates.
Our Affiliations
What Defines Us
Focus on Alpha
At AlphaX Invest, we firmly believe that net-of-fee alpha is the primary long-term value an active investment strategy should deliver. We consider benchmark outperformance as the core objective of our approach.
Quantitative Big Data Approach
A systematic, emotion-free approach aimed at greater investment precision, predictable and risk-adjusted returns. We develop, test and implement proprietary algorithms on large data models based on current and published international empirical research. Being able to simulate and stress test various scenarios historically, we strongly believe quantitative investing is inherently the superior actively managed approach.
Dynamic Risk Management
Reliable risk management is imperative for any investment. It is for this reason that we have designed and implemented the Smart Airbag algorithm. This one serves as a cornerstone of our investment strategies across all asset classes. We employ targeted hedging to address foreseeable risks without overburdening the investment process.
Market-Leading Research
Our investment philosophy traces back to foundational research in 2013 on model portfolios at the UK’s leading University of St Andrews. Our affiliation allows us access to research at the forefront of quantitative and behavioral finance.
Marc Waldhof
Quantiative Investments | Founder
Client-focused and solutions-driven, Marc set up and oversaw more than 70 actively managed investment strategies and USD 400MM for institutional partners throughout his career. Uncompromisingly determined to add value, his experience and academic connection to a world-leading university led to the development of several alpha-centric, quantitative and thus unbiased investment strategies. As a future partner, he looks forward to sharing these also with you.
3 Steps to an AlphaX Partnership
You already manage or are planning to manage your own investment strategy through managed accounts, an AMC, ETP, SPV or fund. For this you would like input from our alpha-focused models. We look forward to advising you.
01
Initial Consultation
Schedule a meeting to discuss your investment goals, risk tolerance and preferences, ensuring we understand your unique needs.
02
Investment Proposal
Based on our exchange, we create a customized quantitative investment strategy designed to help you achieve your financial objectives, all while considering market trends.
03
Implementation and Support
Once you approve the strategy, we'll implement an investment process and provide ongoing support, including regular updates and possible optimization adjustments.
Frequently Asked Questions
What is alpha?
Alpha represents the additional return an investment strategy generates beyond what would be expected based on a benchmark. It reflects performance after accounting for the risk-free rate and the return driven by market exposure (market premium multiplied by beta). Alpha is the sole factor that can be attributed to the skill of the strategy developer/manager. Notably, alpha can also be negative, signifying a loss in performance due to active management. On the other hand, a positive alpha is often viewed as the value-added element that justifies the fees investors are willing to pay.
What are quantitative investment strategies?
Quantitative investment strategies are transparent, rule-based, liquid, and cost-effective approaches typically executed as indices. They are designed for all major asset classes in financial markets – such as equities, currencies, interest rates, credit, and commodities – and are continually evolving to encompass a broader array of investment ideas.
What types of quantitative investments are there?
Quantitative investing encompasses various data-driven strategies that leverage statistical models, data analysis, and sometimes machine learning to inform investment decisions. Key approaches include factor-based investing, which focuses on specific drivers like value or momentum, and algorithmic trading, such as high-frequency trading and statistical arbitrage, which capitalize on real-time price movements. Machine learning models help uncover complex patterns in data, often using sentiment analysis, while event-driven strategies focus on market-moving events like mergers or earnings releases.
Other strategies include trend-following for momentum-based investing and market-neutral strategies that balance long and short positions to manage risk. Risk parity and portfolio optimization aim to balance risk across asset classes, while volatility strategies use derivatives to benefit from price fluctuations. Arbitrage strategies exploit pricing inefficiencies, and ESG-focused quantitative strategies incorporate environmental, social, and governance factors into investment models.
Each strategy is designed to maximize returns while managing risks, using quantitative methods to systematically capture opportunities across various market conditions. These methods provide a structured approach to investing that relies on data and statistical insights rather than subjective judgment.
What is positive convexity?
An investment strategy is considered positively convex if its returns exhibit upward curvature relative to its benchmark. Ideally, an investment strategy exhibits both upward and downward convexity. Convex investment strategies are often closely aligned with the benchmark in normal market conditions and tend to outperform in upwards or downwards trending markets. However, there are no guaranteed gains.
How do I start investing systematically?
Investing without emotion is inherently the smarter choice. Reach out to us, we look forward to discussing your options. Our quantitative investment strategies can be studied in the “Strategies” section of our website.
