GPO BOX 1377,
Sydney NSW 2001
We utilise quantitative strategies to apply a rigorous systematic approach to investing. Our proprietary strategies analyse a broad 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.
Goldsky Asset management believes that markets are highly complex, adaptive systems comprised of interconnected relationships.
Liquidity screening from an investible universe of over 11,000 securities
Application of the quantitative strategies over the market indices and a refined universe of approximately 500 securities
Setting the risk target within the risk budget permitted both at a security level and the overall portfolio
Position sizing proportional to the magnitude of expected risk with some being rounded up and while others are scaled down
Identification of securities with the best expected return based on our unique robustness and objective ranking methodology
Dynamic allocation of capital to the strategy to achieve smoother equity, volatility and returns
Fund portfolio construction holding between 50-100 diversified securities globally at any one time