- Strategies & Ranks
- Investor Tools
- Sabrient Indices
- UITs & ETFs (First Trust)
- UITs (TSC Capital)
Quantitative Investment Strategies
Sabrient’s quantitative strategies are developed with our proprietary in-house testing and production platform. This platform allows us to create, build, test and execute powerful strategies for virtually any data set. We use the platform for rigorous, scientific backtesting of each strategy, with no regression or “curve fitting.” Asset managers use our strategies in long/short and long-only portfolios and apply them to sectors for unique sector strategies, such as sector pairs or enhanced sector rotation. We also use them to create specialty indexes.
Defensive Equity Strategy
Our Defensive Equity Strategy provides downside protection while still capturing upside potential. It is designed to populate a portfolio with stocks that appear well positioned to outperform the market during periods of weakness in the markets and/or the American economy overall, but still show strength during periods of market strength. The strategy underlies our Sabrient Defensive Equity Index.
Insider Sentiment Strategy
The Insider Sentiment Strategy is designed to take advantage of the actions of those who know a company best— corporate officers, directors, and Wall Street analysts. In other words, the insiders. The strategy tracks the purchases of a company’s stock—on the open market—by corporate insiders, along with upward revisions of earnings estimates by analysts who follow the company. This strategy underlies our Insider Sentiment Index.
We can use your own ideas with our internal testing to develop and backtest long-only, long/short, or enhanced index strategies based on a single filter or a combination of filters. We work with several hedge funds and portfolio managers in this way, effectively serving as their "outsourced" quant research staff. Contact us to talk about custom strategies.