Tel: +358 207343161

Northern Star Partners

Independent and active asset management in global markets

NS Quant Strategy

We are an active asset manager whose investment philosophy is based on a unique in-house developed NS Quant strategy.

NS Quant

NS Quant strategy is based on momentum, trend predictor and a quality factor that acts as a hurdle which confirms correct signals or opposes false ones.

NS Quant software generates entry and exit signals and analyses whether the underlying models agree about the position or if there is a disagreement between the models.

The strategy offers tools to participate in uptrends and either limit downtrends or even make profit out of the downtrends by having a short position in the asset. The strategy toggles between 100% long and 100% short.

 

Equal weighted portfolio – S&P500, Nasdaq, Gold, Oil (Monthly rebalancing) Gross of fees

Total Return  +152.88%

Volatility 11.93%

Max Drawdown -9.12%

Sharpe 1.7

As of date: 31 March 2020

Source: Bloomberg. Past performance is not necessarily a guide to future performance

* Long only Benchmark created based on equal weights on underlying indices

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