While the Company is not planning to follow a systematic strategy, the Investment Manager intends to use some quantitative metrics to estimate the phase of the cycle to determine which factor to use in the stock selection process, and to assess risk exposure. That will drive the Company’s action especially on the most liquid part of the portfolio aiming at assessing thematic exposure including the factors that best perform in different periods, rather than actively buy and sell security following systematic signals.
River Merchant Capital
