Optimal Alpha Investment Strategies Information

Optimal Alpha provides quantamental investment strategies based on superior implementation of alpha sources focusing on global and Australian listed equity mandates. The investment process combines alternative data sources and evaluation techniques to identify alpha opportunities and build portfolios that maximise expected returns for a target level of holdings, active risk and total risk, delivering Optimal Alpha and highly competitive returns. Areas of interest and ongoing research include: ◼ quantitative stock factor analysis, ◼ fundamental screening techniques, ◼ quantitative portfolio construction, ◼ alternative alpha sources including ESG, macro and sentiment indicators. ◼ target income/investment risk solutions, ◼ big data set management and analysis.