signal manager: IRC
overview
- track record:
- AUM / AUA:
- Up to 10 million USD
- model types:
- Diversified: trend-following, volatility, quant rating
- asset classes:
- main office:
- Switzerland
description
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.
Signal Models
Name | Model | Asset classes | Time horizon | Direction | Frequency |
---|---|---|---|---|---|
Volatility Cluster Machine | Diversified | Equity, FX, Crypto | Mid-term | Long-short | Weekly |