QUANTOLOGY Around the Analysts

QUANTITATIVE STRATEGY LONG ONLY EUROPEAN EQUITY

The strategy

Following naively analysts’ targets and recommendations from leading banks is not creating extra value for investors.
But exploiting analysts’ behaviours can drive extra returns.

Quantology Capital Management’s strategy relies on exploiting systematically the following bias :

- Over-optimism
- Herding effect
- Price momentum

... in order to outperform stock markets over the long run.

Investment universe: European listed companies.

Target

To outperform the following index with similar volatility:
- STOXX 600 Net Total Return