IDDI

Intelligent Data Driven Investment

0 1
Strategy's purpose
0 2
Main features
0 3
Investment process
0 4
Results
01/04

Strategy’s purpose

Quantitative stock investment strategy that uses Machine Learning to generate higher risk-adjusted returns.
02/04

Main features

risk-adjusted return

IDDI offers the opportunity of participating in equity markets while improving the risk-adjusted return. It adapts dynamically to different market conditions and seeks drawdown and volatility reduction.

transparency & cost-effectiveness

It is an objective and explainable methodology, easy to implement. IDDI also optimises costs by avoiding unnecessary transactions.

artificial intelligence

Its streamlined algorithmic processes keep a low turnover while monitoring corporate events and portfolio evolution. The latest scientific techniques leave no room for human error.

03/04

Investment process

Machine learning investment process

01

UNIVERSE SELECTION

Focusing on high-quality historical series.

02

SCORING

The risk parameters are dynamically calculated and then the electable universe is ranked (learning regression algorithm).

03

CUSTERING ANALYSIS

A clustering Algorithm groups the assets by historical similarity to reject the anomalous assets.

04

EXECUTION & MONITORING

Several algorithms and control tools continuously monitor the portfolio: Rotation Management, Equity rebalance, Weight management, corporate events calendar, family constraints.

Flexibility

The strategy provides high flexibility and lets you choose between regions or global; thematics (sharia, sustainability; Fidelis Ethic Portfolios) and Global brands.

SECTOR DIVERSIFICATION

THEMATICS

  • Sharia
  • Sustainability
  • Fidelis Ethic Portfolios

REGIONS OR GLOBAL REACH

04/04

Results

04/A

Cumulative performance

A

Risk reduction allows the strategy to beat the reference index in the long run.

B

Drawdown reduced at market plunges.

04/B

1 year rolling volatility

A

Stable risk control over entire period.

28%

AVERAGE VOLATILITY REDUCTION

04/C

1 year rolling drawdown

A

Stable risk control over entire period.

18.9%

MAXIMUM DRAWDOWN REDUCTION

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