Our Vision

Our Vision

To be one of the leading investment boutiques for active investment strategies in the field of scientific, research-driven, model-based, quantitative portfolio management. Our Ethics

Our Ethics

To commit ourselves and live up to high standards of ethics and compliance. Our Beliefs

Our Beliefs

We believe in strict risk management to avoid drawdowns and to benefit from the superior power of return compounding. Our Commitment

Our Commitment

To provide outstanding results and excellent added value with high quality, absolute return and Alpha generating investment solutions. Our Focus

Our Focus

To trade highly active and very liquid investment strategies with outstanding performance and an exceptional level of transparency. Our Culture

Our Culture

To consistently innovate and to advance the success of our investors and clients with the quality of our products and services. Our Motivation

Our Motivation

At SAR we are driven by passion and dedication; being patient and disciplined, we work harder than most to achieve greater success.

The Adaptive Markets Hypothesis

Published December 14, 2012 | By admin_SAR

In 2005 Andrew Lo, professor at M.I.T presented his groundbreaking work on an improved asset pricing theory – the Adaptive Markets Hypothesis (AMH) – that takes into account behavioral, evolutionary, psychological and neuro-scientific findings of the past 5-10 years.

Official page of Andrew Lo, MIT and link to his initial paper “The Adaptive Markets Hypothesis – Market efficiency from an evolutionary perspective.”:

http://web.mit.edu/alo/www/Papers/JPM2004_Pub.pdf

 

 

 

Detailed information and reports on our investments solutions are restricted to qualified investors and registered users only. If you are a registered user, please login. Registration is open to qualified investors only and requires approval by SAR AG. Please contact us for access here. Thank you for your interest and kind co-operation.

Existing Users Log In
   
New User? Click here to register
Posted in Papers

Powered by WordPress