1.Overview of Seresia Investment Process

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Seresia adopt the best global practices in designing our investment process. They key characteristics of our process are:

  • With suitable adjustments, the process can cater for many varieties of investment strategies
  • The process is highly structured with every component can be modified, improved and monitored over time
  • Online automation (to be complete) of the process can substantially reduce costs and enhance performance

2.Beta Returns by Asset Allocation

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Seresia firmly believe that the business cycle is vital to beta management. We use an internally developed indicators to forecast the cyclical behaviors or trends of various countries, regions and sectors. The data and information about the cycles / sub-cycles will be the key inputs for our Global Beta Models and later be used for making Asset Allocation decisions.  

3.Alpha Returns by Security Selection

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Seresia security selection begins with the use of our Multi-Factor Quantitative Model and overlay it with a value tilted fundamental analysis. We create a massive big database based on the securities in our investment universe. On a regularly basis, buy or sell signals will be generated by the Security Selection Models. The security selection process will also involve some degree active investment decisions.

4.Risk Management & Investment Compliance

Risk management is an essential part of Seresia process. Seresia devised our own return-probabilistic-model and applied it across different asset classes/securities. The two main function of our Risk Model are:

  • Assess the incremental portfolio risks when adding or removing a security
  • Assist the Head of Investment in managing the absolute return risk (i.e. probability of loss)

Seresia also ensure that there are proper procedures to prevent and mitigate any risk arising from investment restriction, breaches and violations and trading blunders.