Public Market Quantitative Investing
MAGiC has access to Proprietary mathematical models to take advantage of market psychology and generate alpha through an algorithmic and machine-driven investing approach to public market products. Quantitative value investing, also known as Systematic value investing, is a form of value investing that analyzes fundamental data such as financial statement line items, economic data, and unstructured data in a rigorous and systematic manner. Quantitative investing made three things possible – studying larger numbers of stocks simultaneously, decisions based on empirical evidence rather than on subjective forecasts, and a systematic approach to portfolio management. Quantitative investing models are based on probabilities and an expected distribution of returns. This means the expected risk and return can be more accurately predicted, but this also requires a large enough sample size to be effective. Quant funds therefore typically hold a higher number of securities than actively managed funds.
Magic’s focus is optimising risk with robust multi-layer risk management systems and an automated execution platform.
Leading systematic trader, all our quant-based proprietary trading models go through a rigorous process of development in-house and are back tested over long periods of time before going live.