Our Process
TACTICAL BELIEF
Price and Value often diverge at economic cycle transitions.
Different asset classes will be winners and losers.
TACTICAL PHILOSOPHY
Dedicates over 90% of its research to changing asset class allocations.
Global universe of asset classes using ETFs.
PROTECTION AGAINST BEAR MARKETS
Process identified the dot-com, Mortgage and Covid Bear Markets.
TAG Strategies
The Quantimental Process
“Macro”
Fundamental Top-Down
- Identify from our global asset class universe, which asset classes will benefit from economic, social, and political tailwinds and which will suffer from economic, social, and political headwinds.
“Micro”
Quantitative Bottom-up
- Identify which asset classes are undervalued, fairly valued, or overvalued.
“Micro”
Quantitative Bottom-up
“Macro”
Fundamental Top-Down
- Identify from our global asset class universe, which asset classes will benefit from economic, social, and political tailwinds and which will suffer from economic, social, and political headwinds.
- Examples of the global factors in our research include monetary policy, fiscal policy, inflation, unemployment, and consumer confidence.
“Macro”
Fundamental Top-Down
“Micro”
Quantitative Bottom-up
- Identify which asset classes are undervalued, fairly valued, or overvalued.
- We calculate relative and absolute valuation from Price-to-Earnings, Price-to-Book, Earnings Per Share, and Dividend Yield data.
“Micro”
Quantitative Bottom-up
Asset Class
RPg Strategies
Model Objective
- Proprietary quantitative, rules based methodology
- Probabilistic determination of loss risk for each sector.
Key Inputs to the Model
Output from the Model
- The RPg Tactical methodology determines a foretasted performance relative to cash returns.
- Results in a sector included or removed from the portfolio.
Contact us today
(866) 726-5150
info@riskparadigmgroup.com
