• Provide a reasonable level of income while preserving capital with bonds.
  • Consistently deliver performance over the FTSE Canadian Bond TR Index.
  • Maximize tax efficiency by using very liquid and low fee Canadian listed ETFs.


You have a reasonable investment time horizon (over 5 years) and a low to medium risk tolerance. Consider this strategy if you are seeking a bond strategy that is not focused on tracking an index, but is instead focused on generating alpha in any market environment.


In seeking to pursue its investment objective, the portfolio is designed to opportunistically provide exposure to Canadian debt instruments throughout the business cycle by investing in ETFs covering the credit and maturity spectrum. This strategy is based on a proprietary multi-factor quantitative model.

Investment Process

  1. Define the investment environment.
  2. Identify all factors generating alpha.
  3. Build a multi-factor ranking system.
  4. Apply additional set of rules and filters.
  5. Build a live portfolio with real money.
  6. Monitor daily and rebalance quarterly.

Free Membership

  • Register to create your account.
  • You will gain partial content access.
  • No credit card required at this step.

Rebalancing Calendar

  • Friday, May 1st, 2020
  • Monday, August 3rd, 2020
  • Monday, November 2nd, 2020

White-Label Example

William Tremblay, CFA, MBA, FRM, CIM

With more than 10 years of experience in the financial services industry, William brings extensive background and innovation in the field of quantitative finance to the firm. He holds both a BBA and MBA from HEC Montreal.

  • P: (514) 700-1989
  • E: info@factorbased.com

A few notes about performance:

  1. All posted strategy returns are gross of management fees.
  2. Transaction costs and slippage are taken into consideration.
  3. Track record began on 01/2020. Returns prior are simulated.

Intraday quotes are at least 15 minutes delayed.

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Fact Sheets

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Excel Files

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