With our equity and alternative solutions, we offer access to fundamental-oriented equity strategies and alternative, diversifying risk premia. As complementary building blocks, these strategies lead to a significant improvement of the risk-return profiles of institutional asset allocations.
Equities & Alternative Solutions
Basic Infrastructure Investments
By concentrating on listed companies that operate regulated infrastructure, we can offer institutional investors the prospect of regular, stable income. We invest on the basis of fundamental analysis in long-term structural themes such as urbanisation, power supply, mobility and demographic change. Favoured characteristics include robustness to the economic cycle, steady corporate cash flows, solid dividend policies and low share price volatility. We largely avoid investments in infrastructure providers with unregulated business and those geared mainly to construction, cement and power generation.
Event Driven Equities
Our event-driven strategies concentrate on taking advantage of event risk premia and price inefficiencies resulting from major transformations of large listed corporations. The focus here is on special situations that are largely uncorrelated to the financial market due to a specific corporate event acting as a catalyst that closes a temporary value gap. Such events may concern »soft« factors (e.g. changes to the business model or organisational structure) or »hard« factors (e.g. mergers, acquisitions and spin-offs).
Systematic Managed Futures Strategies /CTAs
Our managed futures strategies are based on Bantleon's longstanding experience in quantitative asset management and economic research. We systematically exploit a globally diversified multi asset universe based on proven models. Long and short positions are used to benefit from both rising and falling prices. The investment strategies focus on maximum diversification and the dynamic and systematic harvesting of alternative risk premia.
Volatility-based investment strategies
Within alternative risk premia, the volatility risk premium plays an important role. It can be used in various ways, for example to hedge or diversify a portfolio or to generate regular income. Accordingly, there are many ways of harvesting the volatility premium. These can take on very complex forms and must always be examined in the context of the individual investor's risk and return requirements. Bantleon's volatility strategies are completely transparent and provide an attractive alternative to equity investments with a superior risk-return profile through the systematic collection of volatility premia.
Quantitativ optimierte, semi-aktive Aktienstrategien
The proven and innovative methods of the »Bantleon Quant Lab« enable us to implement your own specific investment theme in a rules-based and cost-efficient manner within a customised risk management framework, if desired. It starts by optimising the overall portfolio structure before evaluating all the securities or segments in the investment universe using a systematic selection process, resulting in a portfolio with maximum added value. We focus on broad equity universes from which strategies can be developed that are highly diversified as well as tilted towards certain factors, regions or sectors without increasing the risk exposure of the portfolio. In contrast to individual stock selection within our active equity strategies, the main task here is the allocation of general portfolio return drivers.
To create an equity portfolio that meets the requirements for the liquidity coverage ratio (LCR), the LCR eligibility of all stocks in the European equity universe is reviewed weekly. Eligible stocks are assessed quantitatively for attractive factors using the algorithms of the »Bantleon Quant Lab«. Our portfolio construction targets a combination of high factor bias and broad diversification. Company-specific risks are largely mitigated.