Our Focus

Our Focus

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

Our Beliefs

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

Our Commitment

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

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

 

 

 

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