This ground-breaking initiative, which fuses asset management expertise with academic rigour, will seek to identify market allocation signals for systematic strategies*. The research will focus on developing cutting-edge algorithms to develop new investment signals, aiding in the development of new systematic strategies and improving existing portfolio construction and rebalancing processes.
SYZ Asset Management creates a Scientific Advisory Board to further enhance systematic strategiesThursday, 11/22/2018
SYZ Asset Management (“SYZ”), the institutional management arm of the SYZ Group, has created a pioneering Scientific Advisory Board to enhance the quality of its systematic investment strategies. The newly formed board will leverage the insights of two leading academics, Amit Goyal from HEC Lausanne and Victor DeMiguel from the London Business School.
The science of returns
The board consists of Goyal and DeMiguel as well as the three members of the SYZ Quantitative Investment Solutions Team – Guido Bolliger, Claude Cornioley and Benoît Vaucher. SYZ Asset Management is among the few Swiss investment houses to intensively utilise academic expertise to bolster the quality of its investment solutions. The initiative also seeks to forge greater ties with the academic community and create a dynamic idea exchange.
Professor Goyal is an expert on empirical asset pricing and most of his research focuses on the determinants of financial asset returns. Meanwhile, Professor DeMiguel focuses on the design and analysis of portfolio construction methods.
Forefront of innovation
All major innovations in the investment industry have their origin in academic research. This started with the pioneering work of Markowitz on portfolio diversification to more recent developments in the field of risk premia investing or machine learning algorithms. Therefore, a key factor in investment success is the ability to translate academic research to the world of investing and stay at the forefront of its most recent developments. Due to the speed of innovations in financial markets, systematic investment methods are constantly refined by the investment team and this task will be further enhanced by input from the advisory board.
Commenting on the hires and the creation of the advisory board, Guido Bolliger, Portfolio Manager and Co-Head of Quantitative Investment Solutions said: ‘At SYZ Asset management, we are delighted to welcome Amit and Victor to the Advisory Board. Their strong academic backgrounds in research will enable us to stay at the forefront of systematic strategy innovation by bridging the asset management industry to the academic world.’
* SYZ’s systematic strategies include the funds OYSTER Multi-Asset ActiProtect, OYSTER Equity Premia Europe and OYSTER Equity Premia Global.
This document has been issued by OYSTER Sicav (herein referred to as “OYSTER FundS” or “OYSTER” or “Fund”) in conjunction with SYZ Asset Management (Europe ) Limited. Oyster is an open-ended umbrella investment company established and regulated in Luxembourg. OYSTER is not open to citizens or residents of the USA or to any other party deemed to be a US person. OYSTER’s current Prospectus and Key Investor Information Document, by –laws and the Annual and Half Yearly Reports of the Fund can be obtained on the website, www.syzassetmanagement.com or from the OYSTER offices at 11-13 Boulevard de la Foire, L- 1528 Luxembourg or from the Agents and Representatives listed on the website for the specific jurisdictions where the OYSTER Funds are registered. SYZ Asset Management (Europe) Limited has either established a Branch or has a license to provide investment services to Professional Investors in certain EEA jurisdictions. Details of such EEA jurisdictions are available upon request, and SYZ Asset Management (Europe ) Limited, as authorised and regulated by the Financial Conduct Authority (FCA) in the UK, with reference number 666766, is responsible for the approval and issuance of promotional material in both the UK and those other EEA jurisdictions in accordance with the relevant regulatory requirements Furthermore, it is primarily intended for Professional Clients acting for their own account in countries where the OYSTER Funds are registered. It is not to be distributed in any way to non-professional clients. The information or data contained herein does not in any way constitute an offer or a recommendation to buy or sell shares in the Fund’s units. For Switzerland: Details of Representative and Paying Agent. Swiss Representative: SYZ Asset Management (Suisse) SA, Rue François-Diday 6, 1204 Geneva, Switzerland. Swiss Paying agent: Banque SYZ SA, Quai des Bergues 1, 1201 Geneva, Switzerland.