The increasing interest in alternative sources of return has recently brought the attention of financial intermediaries to the selection of alternative strategies, to be added to more traditional asset classes.
In this sense, GFG focuses on liquid alternative products, whose characteristics can provide the risk profile required by investors without long lock-in periods.
To this end we have developed the alternative UCITS fund selection model called "Alternative Alpha Strategy", which we will present in a UCITS Fund of Funds format during the first quarter of 2020.
The model navigates the vast world of alternative investments through clustering techniques, identifying overperformers through statistical methods and a careful qualitative analysis.
In the December 2019 issue of Anteo, Prometeia Advisor SIM's newsletter, Francesco Romano, GFG's Senior Quantitative Analyst, discusses the selection model developed by us, providing a careful reflection on the role of alternative funds in a low-interest world and on the their role in investor portfolios.
