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ATneos Global Dynamic Equity/Bond Asset Allocation Research

The ATneos Global Dynamic Equity/Bond Asset Allocation Models utilize the latest algorithmic investment technologies to determine the optimal time to allocate between broad regional equities and local currency treasury bonds. Millions of calculations are undertaken in real-time to determine entry and exit points for futures contracts or ETF funds. 

Research centers on generating uncorrelated returns from liquid assets such as ETFs and futures. Only models that have a fundamental reason for exposure adjustments are included. This means that "curve fitted" or "data mined" solutions are avoided. Exposure adjustment signals must be numerous enough to allow statistical analysis of the results with a high degree of confidence. The time period over which the relationships hold should be a minimum of 15 years, covering at least one critical market dislocation. 

The main areas of research are:

  • Mean-reversion tendencies in liquid index ETFs

  • Bond/equity correlation and the exploration of rebalancing strategies

  • Volatility as a source of Alpha and diversification

These allocations are for research use only and do not offer investment advice or recommendations in any way.

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