Trendrating Announces Latest Version to Facilitate Macro Rotation

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This added functionality enables portfolio managers to test and implement allocation scenarios on markets, regions, industries, or any combination thereof.

Trendrating Macro Rotation Module

As momentum continues to gain traction as a critical part of the investment decision process, we continue to expand the capabilities of our software and to set new standards of value

Trendrating, the leading provider of momentum models and technology, has launched a new version of its popular momentum analytics platform to support macro rotation for portfolio management. This added functionality enables portfolio managers to test and implement allocation scenarios on markets, regions, industries, or any combination thereof.

Arun Soni, Global Head of Strategy, commented that "Trendrating’s Macro Rotation module allows users to backtest momentum strategies that include an allocation decision in conjunction with a stock selection decision. The allocation decision can be implemented on any combination of markets, regions, and industries. Users can choose whether to overlay an active momentum driven allocation, or be neutral to industry and/or market relative to the chosen universe. They can also choose to backtest an allocation decision in isolation, or only the stock selection decision, or a combination of both. The module provides enhanced portfolio construction constraints to facilitate the testing and execution of production grade strategies.”

The company’s proprietary model facilitates the momentum rating at the stock level as well as at the aggregate level (i.e. portfolios, markets, industries, and regions) with greater accuracy. Trendrating’s unique Portfolio Momentum Rating (PMR™) was created to help asset managers position their portfolios positively with respect to future performance.

“This latest version is the answer to the increasing demand from our customers for a broader and deeper use of momentum factor analytics. As momentum continues to gain traction as a critical part of the investment decision process, we continue to expand the capabilities of our software and to set new standards of value that translates into measurable impact in terms of performance and risk control,” said Trendrating’s CEO, Rocco Pellegrinelli.

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