We have a fundamental bottom up process whereby we assess company intrinsic value, aka we quantify how much companies are worth.
Our process has our client in mind in every line of code.
We deliver the entire client experience digitally. It allows us to customize at scale.
Quantworth is a differentiated fundamental long/short global equity strategy.
From the very inception of the firm, we deployed a proprietary process which feeds on Big Data and leverages Artificial Intelligence tools.
Although we love numbers and quantify everything we possibly can, we are not a “quant” fund in the traditional sense of the term. We don’t build factor portfolios. The firm is called Quantworth because, at the very core, we aim to quantify the intrinsic value (or worth) of a company. This should sound very familiar to anyone who has had any exposure to fundamental investing.
We evaluate every dataset that comes across our desktop. At present we have a combination of free open-source, proprietary and purchased datasets. This data is both structured and unstructured, with various frequency.
As we are end-to-end digital, we can API expose (where appropriate) the portfolio, as well as risk paraments.
What risk parameters do you monitor for?
We follow industry best practices for risk management. This means monitoring portfolio for intended and unintended risk exposure across a wide collection of factors. We also use portfolio stress testing to minimize portfolio impact in extreme scenarios. Please get in touch with us for a comprehensive discussion of our risk management process.
How does this process help me as a client?
There are numerous benefits. Like all other portfolio managers, we work hard to deliver you a superior return. We accomplish this through a differentiated process, which not only delivers the return but also allows for some diversification benefits to you, as a client. Once we establish a relationship, you will find our process transparent, repeatable and scalable.
How many positions will you typically hold?
We run a concentrated global portfolio. Our maximum number of positions is 100 and most of the time we will have 2/3 or less of that max number.
How is learnings accomplished?
We learn in a number of ways. One way we learn is through our machine learning, where we continuously train on data. In addition, we also continue reviewing new datasets, allowing us to incorporate additional inputs into our process. The human element to learning is looking at the performance and constantly asking how we can do better.
Are there humans involved?
Yes. It is a “human in the middle” fundamental process, so it’s not only humans, nor is it 100% code.
What are your fees?
We aim to be competitive with our fees. Please get in touch for a conversation.
What do you do with thematics?
We incorporate certain themes into portfolios. As you would hopefully expect, this is also done programmatically – an approach we believe differentiates us and delivers value to clients.
Do you incorporate ESG?
We systemically source and analyze data, with ESG being one of them. Historically, the fundamental industry practiced sustainable investing with a more intuitive approach and the establishment of frameworks and standards has brought both more data and consistency into what we ingest. It allows us to systemically incorporate sustainability factors into our investment process and systemically estimate them where they are not available. We augment this with certain other inputs, like our estimation of likelihood of financial fraud, among other inputs.
Do you have an office?
We are London based and have a hybrid working model.
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