About Us

Providing self-directed investors with research intensive, active solutions, for global equity investing at the country/index level. All solutions are quantitative, rules based, non-discretionary strategies designed to outperform their benchmarks.

Our Focus

• Asset class. Index and country level or just below.  This is where the largest payoff to good research is. With the advent and growth of ETF’s, we are able to place tactical allocation bets more efficiently than was possible two decades ago.
• Investment horizon.  Longer than short term, but shorter than long term.  We believe the best alpha opportunities are in the 3 to 12 month horizon. We want to be flexible to changing market dynamics without creating excessive portfolio turnover.
• Systematic versus Discretionary. Rules based strategies that can be modeled and back-tested.
• Our Goal. Innovation. We are continually testing new ideas and new ways of looking at the markets, valuation, risk and the economy in general. If something isn’t uniquely insightful, you won’t see it in our models.

Research Process

• Part application of economic theory and ideas, part discovery. We learn a lot about markets from testing ideas with data. Inter-market relationships are also an important source of information, and we try to extract meaning from them.
• We seek out data sources that permit long back-tests over many market cycles.

Operating Structure

• Designed to be simple, so we can keep our focus on research.
• Simple, affordable fee structure.
• Currently, our product is available on the Interactive Brokers platform.

Bios

Jonathan Selsick is responsible for all the research. He has spent the past 5 years devoted exclusively to  modeling and understanding the behavior of the global equity markets. Jonathan has a background in economics and finance and experience with valuations, but his most important experience has come from hands on research, exploring data sources, model development, testing ideas, trial and error, and learning from the data.