SICAV/RAIF FUND
An investment opportunity in an innovative fund based on a systematic equity trading system.
BANOR CENTURI
FUND FEATURES
Banor Centuri Systematic US Equity Long/Short is a fund open to professional and non-professional investors*, that invests in constituents of the Dow Jones Industrial Average universe. It employs three mutually uncorrelated strategies aimed at constructing a market-neutral model with a target volatility of 10%, seeking steady and controlled capital appreciation.
*As defined by Italian Ministerial Decree of March 5, 2015, no. 30.
STRATEGY
The fund’s strategies rely on systematic and quantitative models that eliminate emotional and subjective biases typical of human decision-making in the investment world:
Analyst Sentiment Strategy: Utilises proprietary algorithms and statistical models to classify market analyst forecasts, identifying optimal investment opportunities on a daily basis while enforcing strict risk management protocols.
Multifactor Fundamental Strategy: Integrates three stock-picking approaches focused on valuation, business quality, and risk distribution, aiming to identify inefficiencies within the reference index.
Momentum Strategy via Genetic Algorithm: Employs an evolutionary optimisation algorithm to construct two momentum portfolios (Long and Short), aggregating them to build a balanced and neutral investment model.