Investment Approach

Our investment approach is to use multiple, well-diversified alpha signals to consistently generate alpha. The strength and direction of these signals change through time, and through different market environments.

Blue Orbit Asset Management Investment Approach

Transparency of Approach

We build transparent, intuitive investment strategies that address known market anomalies. All stages of the investment process are transparent to the portfolio managers – from alpha signal identification through to portfolio optimisation. This is demonstrated in the performance attribution and reporting.

Market Knowledge

We draw on our deep understanding of how markets work. The standard academic alpha signals do not work in all markets, and they should not. Market knowledge is imperative – where, when and why certain signals dominate provides firstly for risk control, and secondly for opportunity seeking.

Research and Continuous Improvement

Quantitative investing can be likened to walking up a down escalator – if you slow down you will quickly reach the bottom. With this in mind there is a focus on continually improving the alpha signals and investment processes. Our collaborative research approach allows us to revisit assumptions, to tease out information, and to always question the accuracy of the data.

Client Alignment

We invest on behalf our clients – the continuous compounding of the alpha we generate has a big impact of the welfare of their members. Understanding our clients’ long term positioning allows us to tailor our investment approach. It drives our research direction, and heavily influences development of new strategies.

Melbourne Head Office
Suite 409b, 480 Collins St,
Melbourne, VIC 3000
+61 3 5260 0929
+61 3 5260 0920