AENAON Syncro Equities

INVESTMENT SOLUTIONS

Systematic Strategies

AENAON Syncro Equities

AENAON Syncro Equities uses a speculative investment strategy that looks for pairs of assets that historically have moved together and tries to exploit cases of relative mispricing.

More specifically, it assumes that a long-term pricing relationship exists between the two stocks and that the time series of their price spread is stationary. If their spread deviates from its long-term mean by more than a pre-specified threshold, the system shorts the asset which is overpriced and goes long the relatively underpriced one. When the spread converges to its long-term mean the system exits the position, making a profit.

Our systematic strategies are deployed in two different “versions”: the Absolute Return and Vanilla return profiles. Quite simply, the difference between these profiles is that the Absolute Return version applies a simple, yearly reinvestment of profits at the end of each 12-month period while the Vanilla version never reinvests any yearly profits, which are available to be withdrawn or reallocated elsewhere.

Return & Risk Statistics

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Do you want to know more about our investment programs, our recent performance or how you can partner with AENAON Asset Management? Don’t hesitate to reach out to us and the appropriate member of our team will respond to your inquiry immediately.

+30 210 6829898

9 Evripidou, Athens, Greece

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    AENAON is a technology-driven investment research company. For the past 10 years, we have been committed to systematic alpha generation, investment research and system development.

    Our systematic strategies support a variety of portfolio management solutions and are suitable to the key investment themes of our time: superior risk-adjusted returns, non-correlation and consistency.
    Contact Information
    14-20 Vassileos Alexandrou, Peristeri, Athens, Greece
    +30 210 5779 238
    +44 203 76 903 98
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