Hong Kong
The Manager runs a market neutral, equity long/short strategy focusing on 14 Asia-Pacific markets. The engine behind the Zentific strategy is a Macro Model, which gauges current market conditions versus history, drives model weights and allocates gross risk budget across Asia. Driving the stock selection are two models operating over different time horizons: the medium term Market Model (MM), and the longer term Fundamental Model (FM). The Manager uses these two models to carefully blend insights for what it believes to be faster, more opportunistic trading with insights that are slower and fundamentally focused. Zentific’s custom transaction cost and risk models are leveraged in the optimization process for portfolio construction and trading. The investment process uses > 500 alpha-seeking inputs from groups such as valuation, fundamentals, growth, sentiment, flows and behavioral drivers in the model construction. Local data sources, research and insights are targeted and implemented on an ongoing basis such that the models have a growing range of “views” to utilize when building their forecasts. Please note that the most recent market to be added (within the total of 14) is China A Shares.
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