Objectives

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

Suitability

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.

Strategy

In seeking to pursue its investment objective, the portfolio is designed to opportunistically provide exposure to US 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

  • Monday, June 1st, 2020
  • Tuesday, September 1st, 2020
  • Tuesday, December 1st, 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
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