Helping Hedge Funds Generate Alpha
SG Analytics provides comprehensive research support to hedge funds, active asset managers, alternative asset managers, independent money managers, mutual fund managers and ETF (exchange traded funds) managers across the globe. We deliver action-oriented research insights to facilitate high-quality decision making that ultimately aids alpha creation for portfolio managers. We leverage automation and technology across our solutions, and have proven capabilities in inducing efficiency by revamping traditional research processes. Our customised approach ensures complete alignment with the investment philosophy of our clients.
Why SGA ?
-
Providing global money managers with deep-dive qualitative & quantitative research and domain expertise to facilitate AuM-accretive investment decisions
-
Expertise in conducting research on various asset classes (equity, fixed income, etc.) across multiple strategies (market neutral, distressed debt, special situations, etc.)
-
Expertise in deploying technology for trend identification and analysis (e.g. e-channel checks, price monitors, social media monitoring) and generate/validate investment ideas
-
End-to-end understanding of requirements of money managers - from idea screening and coverage monitoring to compliance and performance dashboarding
INDUSTRIES WE SERVE
Investment Idea Generation
- Designing customised equity idea screeners as well as fixed income idea screeners to generate high-quality investment opportunities
- Implementing top-down as well as bottom-up methodologies
- Incorporating sector-specific flavours by using adjusted financial data, and infusing strategy-specific parameters to filter relevant ideas
- Incorporating custom, thematic KPIs such as ESG parameters to reflect the client's desired investment philosophy
- Blending fundamental as well as technical KPIs to design an efficient screening process
- Maintaining and updating idea screeners and identify churn opportunities to maximise alpha
Company Research and Evaluation
- Preparing company-specific investment summary reports including business description, business strategy, investment thesis, SWOT analysis
- Preparing detailed financial models along with driver-based financial forecasting
- Conducting valuation exercises using different techniques such as DCF valuation, relative valuation and sector-specific valuation
- Conducting special analyses such as scenario analysis, sensitivity analysis, what-if analysis, etc.
- Tracking key data on sectors and economies to generate top-down ideas
- Conducting forensic analysis and analysing quality of reporting (based on IFRS, UK GAAP, US GAAP principles) to identify divergence areas
Compliance and Performance Monitoring
- Providing support on compliance reporting under various standards (e.g. GIPS)
- Preparing sections of 13-F filings related to details on investment positions, quarterly performance and reconciliation statements
- Conducting macro as well as micro attribution analysis to gauge quality of performance
- Calculating alpha for various strategies and management styles based on respective benchmarks
- Preparing performance dashboards with visualization for efficient and clear reporting
Index and Quantitative Research
- Pre-index rebalance analytics, monitoring and tracking of index events, and post-index rebalance analytics
- Create alpha and add value to current and new trading strategies
- Create and backtest trading strategies and construct portfolios across multiple risk attributes
- Develop and validate risk models covering credit risk, investment risk, and operational risk
- Expertise across multiple data sources covering fundamental and estimates data, fund flows, global macro, pricing data, ownership, and ESG data.
Automation and Technology Solutions
- Portfolio tracker automation including daily, weekly, monthly and YTD stock performance
- Setting automatic price movement and other alerts to identify churn opportunities
- Tracking news and events across industries using automated tools developed in Python, Spyder, etc.
- Preparing auto-updateable, standardised templates for investment memos
- Building quick, automated financial models using a blend of auto-refreshable queries from databases
Knowledge Center - Your Information Hub
Step ahead with actionable insights that empower growth.
