This year started promisingly, but the optimistic mood soon faded. At the beginning of February, volatility spiked sharply and the daily fluctuation range increased significantly. Continue
Quantitative Stock Selection
Investment Management Update – October 2017
The international equity markets continued their excellent performance into the third quarter of 2017, once again proving to be an attractive option for investors. Continue
Article – Les signes avertisseurs – L’Agéfi magazine, 20. Octobre 2017
The recommended equity quota within mixed portfolios stands again well above the historical average . This has important implications for future equity returns as written by Swiss newspaper L’Agéfi: Continue
Investment Management Update – July 2017
Since the beginning of the year, the risk conditions in the international equity markets have been very good. As a result, the markets are calm with an excellent risk-return ratio. Continue
Article – Quels marchés boursiers se prêtent à la sélection active de titres? – Prévoyance Professionnelle Suisse , 14. Juin 2016
Pension funds are battling against the zero interest-rate environment. Martin Glässer, Swiss certified pension fund manager and Senior Portfolio Manager at PARSUMO Capital, lays out how they can generate excess return without the need for increased fluctuation reserve. Continue
Investment Management Update – April 2017
Risk conditions in the international stock markets improved markedly during the first three months of the year. Despite the ongoing political risks and the related uncertainty, stock markets are robust and in good shape. Continue
Investment Management Update (QSS) – January 2017
Last year, the revival of global economic growth led to massive rotation in the financial markets. After years of weak economic growth, key leading indicators were suggesting mid-year that the global economy had bottomed out – and growth would pick up again. Continue
Article – Force et fragilité des marchés – Agéfi magazine, 2. November 2016
The recommended equity quota within mixed portfolios has dropped for the sixth consecutive quarter. This has important implications for future equity returns as written by Swiss newspaper L’Agéfi: Continue
Investment Management Update (QSS) – October 2016
Quantitative Stock Selection – rule-based stock selection in inefficient markets.
Globally oriented cyclical equities made an impressive comeback in July. This was due to the slightly improved global economic outlook, a trend that also confirms Merrill Lynch’s global economic cycle model. Continue
Article – Générer plus de rendement sans augmenter les réserves de fluctuations – Prévoyance Professionnelle Suisse , 19. October 2016
Pension funds are battling against the zero interest-rate environment. Martin Glässer, Swiss certified pension fund manager and Senior Portfolio Manager at PARSUMO Capital, lays out how they can generate excess return without the need for increased fluctuation reserve. Continue
