GOLDSKY ASSET MANAGEMENT

GOLDSKY HARNESSES THE POWER OF INFORMATION TO INVEST IN GLOBAL EQUITY MARKETS. WE TURN DATA INTO INSIGHTS TO CUT THROUGH THE COMPLEXITY IN THE SELECTION OF STOCKS TO PROFIT IN BOTH RISING AND FALLING MARKETS

WHAT SET US APART

01.

CORPORATE CULTURE

We foster the values of integrity, respect, trust and openness in everything we do. We are custodians of our investors capital and take great pride in our relations with our investors, As we Both strive to reach our goals.

02.

QUANTITATIVE INVESTING

Goldsky asset management invests by utilising technologically advanced computers programs to sort through financial and behavioural data to identify and predict patterns and trends in the Global markets.

03.

BIG DATA ANALYSIS

Big data is a term used to describe extremely large data sets, produced by our tech heavy society. The data is analysed computationally to reveal patterns and trends, relating to human behaviour and their interactions with global markets

HOW WE INVEST

01.

RIGEROUS QUANTATITIVE RESEARCH

Our research has shown that certain factors are directly associated with the direction of individual stocks and global indices.  The Alpha or drive of these factors is empirically robust and persuasive over time and geography. It can be traced to a combination of behavioural inefficiencies, market structure and risk premiums. Our independent thinking approach and links to academia are key elements in the development of our quantitative investing techniques. 

02.

INVESTMENT IN TECHNOLOGY

Goldsky uses proprietary quantitative investment models to identify, measure, and exploit both behavioural mispricings and informational mispricings of undervalued or overvalued stocks and indices. Stocks or equities that have the potential for near-term appreciation or depreciation. Our portfolio construction process integrates our short-term Alpha engines which assess the likelihood of short-term price movements designed to deliver excess returns in a higher risk-controlled manner

03.

PREDICTIVE AND RESPONSIVE RISK MODEL

We use an optimisation process to balance the trade-offs between the expected returns of individual stocks and their contribution to portfolio risk; we assign risk attributes to each stock to predict how combinations of stocks may contribute to overall portfolio risk. We seek to better distinguish intentional risks (arising from our alpha models) from unintentional risks (arising from style exposure or residual risk). 

04.

PORTFOLIO CONSTRUCTION

Our infrastructure allows for complete transparency in the sources of risk, costs and returns that drive portfolio construction decisions. This enables us to ensure that the intuition behind our Alpha ideas is reflected in portfolios while accounting for the significant trade-offs related to transaction costs and the contribution to the risk associated with each trade. Our portfolio construction process integrates our alpha-modelling process and helps to ensure that each portfolio reflects the optimal combination of risk and return.

OUR RESEARCH TECHNIQUES

Our research approach is industry leading, our process of mathematical analysis of historic securities data combined with real-time Behavioural analysis is unique. It is this process that gives our investment the edge in a constantly fluctuating world market. Our research method employee’s proprietary computer-assisted fundamental, technical and behavioural analyses of securities and derivatives. With this information, we can accurately predict fluctuations and determine potential price movements of individual equities and the broader markets. The goal of our research is to determine the turning points of individual stocks, market sectors and broad-based indices.

THE IMPACT OF BIG DATA

The volume of new data continues to boggle the mind: every minute, 7.8 million videos are viewed; more than 3.3 million searches are entered; 151 million e-mail messages are sent; and more than 436,000 tweets are posted

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Golsky accesses this real-time data enabling us to understand companies and markets far more quickly and with more granularity than ever before. All of this has turned into a new class of invest-able information, pioneering a new age of quantamental active management.

Quantitative Strategies 

We utilize quantitative strategies to apply a rigorous approach to investing. Our proprietary strategies analyse a wide range of global economic, political and sentiment drivers and capture patterns in market behaviour identifying shifts in price patterns and style trends. We blend short and long-term trades incorporating both multiple time frames and strategies focused on risk as the pre-eminent factor in portfolio construction allocating capital dynamically to deliver alpha achieving superior risk-adjusted returns throughout all types of market environments.

OUR QUANTITATIVE PROCESS

01.

Liquidity screening from an investible universe of over 11,000 securities

02.

Application of the quantitative and behavioural screens over market indices and a refined universe of approximately 400 securities

03.

Setting the risk target within the risk budget permitted both at a security level and the overall portfolio

04.

Position sizing proportional to the magnitude of expected risk with some being rounded up and while others are scaled down

05.

Identification of securities with the best expected return based on our proprietary  sentiment ranking methodology

06.

Dynamic allocation of capital to the strategy to achieve smoother equity, volatility and returns

07.

Fund portfolio construction holding between 100-150 diversified securities globally at any one time

GOLDSKY CHARITY FOUNDATION

SLEEP SAFE SLEEP SWEET FOUNDATION

Our initiative is to get our young people in the Tweed region affected by homelessness to a place where they can not only stabilise their lives but with help realise that they are valued and active members of our community.

 

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CONTACT

CORPORATE

For questions regarding shareholder or investor relations information, please email

ir@goldskyglobal.com

INSTITUTIONAL SERVICES

For questions regarding  Goldsky for large corporations, institutions and governments please email

instfeed@goldskyglobal.com

CAREERS

To send a resume or find out about employment, recruiting and internships please email

careers@goldskyglobal.com