Azimuth Research is committed to maintaining the highest ethical and regulatory compliance standards in conducting its business. Our operating processes and team culture emphasize effective oversight and strong accountability throughout the firm.
We research global equities through a quantamental process that combines various sectoral
themes with fundamental firm level analysis and quantitative factor models.
Our research insights draws upon the complex inter-relationships across the firm level narratives ( Product Lifecycles, Moat and Competitive advantages, Management expertise, Capital Allocation, ESG assessments and Sectoral tailwinds), Firm’s business model and Value drivers, Financials, Valuation and its linkages with Factor Exposure models. We also evaluate the attractiveness of investment opportunities through Technical Analysis signals within a Macro / Cross-asset perspective. This cross-disciplinary approach helps us uncover distinct investment opportunities and sources of alpha.
We also build on the investment insights and methods of successful investment practitioners
around the world and aim to distil their empirical wisdom into quant signals and rules based
approaches for stock screens
We believe Systematic Trading strategies have the potential to deliver consistent sources of returns that are orthogonal to and uncorrelated with traditional equity market beta.
We research and develop select algorithmic systems for Systematic Trading strategies
based on well-documented short-term market anomalies, technical analysis signals and
volatility based models. These strategies are designed to broaden portfolio exposure to short
horizon factors and enhance returns. Our trading models span trend, mean-reversion and
volatility factors and niche opportunities such as event driven trades, index rebalancing and
short-term trading. At this point, we are exploring the use of machine-learning techniques
with advanced time-series concepts for algorithmic trading.