Philosophy

about

Aspect’s investment philosophy has remained consistent since the company’s inception and focuses on a scientific approach to investment driven by Aspect’s belief that market prices are not random but display persistent, statistically measurable and predictable behaviour and idiosyncrasies. The most obvious of these effects is the propensity of market prices to display serial auto-correlation (i.e. to trend) as a result of a range of fundamental and behavioural realities. Through sophisticated quantitative research and a disciplined approach, these effects can be successfully identified and profitably exploited.

 

Aspect’s alpha-generating models seek to identify quantitatively and capture systematically such behaviour across multiple medium-term timeframes. Within the Aspect Diversified Programme, Aspect's proprietary systems are designed to efficiently translate the model's ‘signals’ into market positions.

 

Aspect is committed to the continuing support and development of its alpha-generating models through a forward-looking and hypothesis-based research effort. This seeks to improve the quality of the models’ alpha and to ensure that the strategies adapt to the changing market and competitive environment.