Trendrating Launches Momentum Strategy Builder

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New module enables portfolio managers and financial advisors to easily incorporate the momentum factor with existing strategies to enhance returns

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Trendrating Momentum Strategy Builder

Many fund managers are embarking on a new paradigm by switching from a traditional asset allocation approach (asset classes, sectors, regions), towards factor-based allocations. Our Strategy Builder makes it easy to overlay momentum with other factors.

Trendrating, a provider of innovative momentum factor analytics for global investment managers, announced the availability of its Strategy Builder as a new module within the Trendrating Momentum Analytics Platform (TMAP). The Strategy Builder is based on a momentum model leveraged by some of the world’s largest asset managers, which self-adjusts to price patterns and volatility to measure the strength and direction of the trend. The Trendrating model identifies momentum one to three months ahead of established legacy models and thus participates in price trends for a longer duration. Strategy Builder enables users to create and personalize fully actionable momentum strategies that overlay against existing portfolio strategies without involving expensive quantitative research analysts or programmers and features real-time alerts and integration with the portfolio management system.

Rocco Pellegrinelli, CEO of Trendrating remarked, “Recent studies have shown that factor premiums, like low-volatility, value and momentum, outperform market-capitalization weighted indices and possess a much better risk/return profile compared to the market index.” He added, “Many large fund managers are embarking on a new paradigm by switching from a traditional asset allocation approach (asset classes, sectors, regions), towards factor-based allocations. Our Strategy Builder makes it easy to overlay momentum with other factors to enhance returns and mitigate risk.”

The Trendrating Momentum Analytics Platform provides portfolio managers and market strategists with web-based tools to measure momentum objectively and systematically to achieve higher returns through better discipline and control. Ratings can be exported into Excel, research reports and quantitative models. Modules included in the current version include the Screener, Portfolio Analyzer, Portfolio Optimizer, Back Tester, Strategy Builder and Index Builder. All parameters of strategy testing and simulation are user defined. Portfolio managers receive immediate feedback on Trendrating results including the average historical accuracy across our letter ratings (A, B, C, D). All results show the practical outcome during actual market conditions giving fund managers full transparency into the effectiveness of the system.

About Trendrating
Trendrating empowers professional investors with the financial industry’s most innovative momentum investing technology to improve their portfolio diversification and overall performance. We provide our intelligent performance enhancement technology to over 100 institutional fund managers in Europe, the U.S. and Asia. Our best in class momentum analytics are used by mutual funds, hedge funds institutional asset managers, pension funds, banks, wealth advisors and family offices. With offices in London, New York, and Lugano, Trendrating is funded by Angelic Ventures.

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Lily O'Hara
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