Scientific Beta

Institutional Asset Manager: "Professor Noël Amenc, CEO of ERI Scientific Beta, says: "Scientific Beta's long/short offering corresponds to its investment philosophy: risk management, factor diversification and top-down implementation. The portfolio construction methodology prioritises risk management, which guarantees the robustness of out-of-sample performance."

Institutional Asset Manager 13/10/2017

"(...) Professor Noël Amenc, CEO of ERI Scientific Beta, says: "Scientific Beta's long/short offering corresponds to its investment philosophy: risk management, factor diversification and top-down implementation. The portfolio construction methodology prioritises risk management, which guarantees the robustness of out-of-sample performance. It diversifies across multiple factors to benefit from low correlations across factors rather than concentration in factor champions, which lack consistency and are a source of unstable performance and high turnover. The long/short solution is implemented in a top-down manner to allow dynamic allocation across factors, guarantee transparency and facilitate the search for market beta neutrality." (...)"