signal manager: IRC
- track record:
- AUM / AUA:
- Up to 10 million USD
- model types:
- Diversified: trend-following, volatility, quant rating
- asset classes:
- main office:
IRC aims to bring Portfolio Management to the digital age through the application of complex data models. The team has substantial experience in risk management, quantitative trading, economics, and hedge fund management based in Switzerland. The firm has a proven track record that has worked successfully in all market cycles.
Supported by scientific and empirical research, IRC's signal models provide a novel concept to quantitative finance by applying current scientific risk metrics. The overarching approach divides risk into a time and price component, leading to a more precise risk statement. Algorithms, called Volatility Cluster Machines, (VCM), then identify recent time-variant volatility clusters and classify them according to stability, which statistically describes a lower fluctuation range in rising markets and higher volatility in falling markets.
IRC's signals are best applied to equities within a portfolio and help maintain stability in both bear and bull market conditions, resulting in low volatility portfolios, which outperform the benchmark.
WHAT YOU NEED TO KNOW ABOUT THE SIGNALS
Our signals ("the Signals") are based on mathematical or statistical models, which academics and practitioners use in the context of financial markets. For instance, they give an indication for a certain trend, a relative valuation or a price pattern. Our Signals are typically sourced from leading practitioners like professional quantitative research firms. Before accepting a Signal to the platform, we analyse the quality and characteristics of the historic signal time series and assess the quality of the person, team or firm supplying the Signals. Despite our best efforts, we can give no guarantee as to the future quality of the Signals and the providers of the Signals (Signal Managers). Signals, which might have been value adding in the past, might not be value adding in the future, due to a changing market structure, changing market inefficiencies, changes in the model methodology and many other reasons.
A Signal must therefore NEVER be used as the sole input or trigger for a trading decision. It can only be regarded as one of many input factors in making your own investment decision.
You should therefore treat a Signal similar to Price / Earnings information of a stock: It can be a helpful information to evaluate the attractiveness of a stock or another financial instrument, but it is only one piece of information. You will need additional information before you can make a sound investment decision.
SYGNAL therefore excludes all liability related to the Signals or any other services provided by us or any related party. Any use of the Signals, in whatever context or way, will be at your sole responsibility and YOUR COMPLETE OWN RISK.
You must fully understand and accept these terms before using our services.