OBJECTIVE TO BE
BEST-IN-CLASS IN SYSTEMATIC EQUITY
PIONEER IN QUANTITATIVE EQUITY
MODELING AND PORTFOLIO CONSTRUCTION
INDEPENDENT, 100% EMPLOYEE OWNED
CEO Peter Algert established the firm with the goal of becoming recognized as "best-in-class" in systematic active equity investing. Founded in 2002 and 100% employee-owned, Algert Global focuses on managing global absolute return and active long-only strategies for both institutional and private investors. The core investment team has worked together since 2004 and each member can demonstrate a deep academic background in quantitative investing. Prior to creating Algert Global, Peter served as the Global Head of Research for Barclays Global Investors' stock selection strategies.
OUR INVESTMENT PHILOSOPHY
We believe there are inefficiencies in global equity markets that result from the behavioral biases of human market participants and are best exploited by a quantitative and repeatable investment process.
Our process utilizes three manifestations of market inefficiencies in conjunction with one another to develop a single conviction (alpha score) on every stock in our investment universe.
Markets mis-estimate company growth rates.
As a result, we look to own companies that we believe are cheap relative to peers.
Markets inefficiently forecast the sustainability of firm earnings.
As a result, we look to own companies whose earnings, we believe, will be sustainable.
Markets often react irrationally to new information.
As a result, we look to own companies for which market sentiment and attention is increasing such that we believe the market is likely to converge to our viewpoint and price.
We employ a systematic, fundamental investment process to derive a proprietary stock ranking for each company within our respective investment universe.
Using the updated stock rankings, our portfolios are automatically optimized and a prospective trade list is generated, reviewed and approved by a model manager prior to submitting to the market for execution. We implement these ideas systematically, removing emotion from any buy and sell decisions.
Risk management is intrinsically part of our investment process. Every signal we produce is “neutralized” to the key risk factors we wish to manage: e.g. beta, countries, industries, and size. Our final stock ranking is designed to be free from any bias or tendency to overweight or underweight these risk factors.
In addition, our portfolio construction and trading process overlays several additional risk management controls:
As a pioneer in quantitative equity modeling and portfolio construction, Algert Global invests heavily in data and the development of systems to analyze equities and manage portfolios. We were data scientists long before the phrase became popular, and have built a highly scalable and efficient platform that leverages our team’s capabilities in research, risk modeling and portfolio management. Over three hundred automated processes are managed each day to integrate data feeds from our vendors and update our models.
OUR INVESTMENT STRATEGIES
U.S. SMALL CAP
NON-U.S. SMALL CAP
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