Quantsmile Quantitative Portfolio Management.ppt

Risk Management Quantitative risk control measures such as Value-at-risk (VaR) are real-time monitored Portfolio with risk exceeding acceptable level will be scrutinized and appropriate action will be taken to bring risk exposure back to accepted level Up-to-date risk reports are always online and available to management team for review and actions, as needed Rebalancing Market exposure is constantly reviewed and monitored using advanced reporting tools When certain exposure parameters have essentially shifted, dynamic rebalancing techniques will be put into action To lock in alpha, dynamic rebalancing will strive to adjust hedging proportion and execute equities buy (at low) and sell (at high) transactions Investment Performance Record for Discretionary Account Investment Performance Record for Discretionary Account Investment Performance Record for Discretionary Account Annual Return Date 10－12/2006 2007 2008 2009 1－9/2010 Discretionary Account 14.93% 61.03% -46.51% 69.87% 24.11% Alpha N/A 31.19% 10.07% 13.94% 21.45% Hang Seng Index 13.80% 39.31% -48.27% 52.02% 2.22% HSBC Global Investment Funds--HK Equity 　 46.60% -49.00% 58.30% -6.80% Investment Performance Record for Discretionary Account Cumulative Return Date 1/10/2006 - 30/9/2010 Discretionary Account 108.88% Hang Seng Index 27.45% Hang Seng Total Return Index (HSTRI) 42.45% Asset Management Services Offered by Quantsmile Quantsmile has a full asset management licence and offers the following wealth management products: Discretionary asset management to all types of investors Portfolio Management Service as an outsourced fund manager for private equity fund and fund management company. This service will utilise the in-house developed AIS model to strive for higher Alpha return Thank You  Quantsmile: Quantitative Portfolio Management  Index Company Introduction Why Quantsmile Quantitative Investment Process Portfolio Construction Portfolio Optimization Execution Management Risk Man