We created and tested the mathematical model which takes care about dynamic asset portfolio management. We only invest in the largest and most stable companies traded on the US stock market. We do not follow market news, but rather quantitative methods. Our system only cares about mathematics and historical price statistics. We are not interested in a short-term and risky profits. Our goal is long-term and stable growth from all possible perspectives.
We constantly review and regularly optimize our portfolio in order to achieve the best possible results. In the final step, we consider Recovery Time, Sharpe Ratio, Sortino Ratio and many others.
Using our method, we can invest even in weak or bear markets without any negative long-term effect.
We work with market data of stock companies included in the Dow Jones Industrial Average Index (DJIA). This index contains the top 30 shares of the most famous American companies diversified across all sectors (known as the blue chips).
You can see in the chart that in 2000, 2008 and 2020, this market was hit by financial crises. Still, the long-term performance of the DJIA over the last 50 years has been on the order of 5-6% p.a. In addition to higher performance and lower risk, another of our advantages is the reduction of the loss period. That is almost 7 years in the case of the DJIA. We have managed to achieve a reduction of this period by several times.
As of November 29, 2019, the index contains the following companies:
3M Company, American Express Company, Apple Inc., Caterpillar Inc., Cisco Systems, Inc., Dow Inc., Exxon Mobil Corporation, Chevron Corporation, Intel Corporation, International Business Machines Corporation, Johnson & Johnson, JPMorgan Chase & Co., McDonald’s Corporation, Merck & Co., Inc., Microsoft Corporation, NIKE, Inc., Pfizer Inc., The Boeing Company, The Coca-Cola Company, The Goldman Sachs Group, Inc., The Home Depot, Inc., The Procter & Gamble Company, The Travelers Companies, Inc., The Walt Disney Company, United Technologies Corporation, UnitedHealth Group Incorporated, Verizon Communications Inc., Visa Inc., Walgreens Boots Alliance, Inc., Walmart Inc.
All this is just the initial filter. Then, our mathematical model comes into play, with evaluation of hundreds of factors in detail, thus creating the ideal portfolio. We then test everything on our own platform simulating real market conditions with all possible external influences. This is by no means a standard back test. Since 2000, we have been looking to interconnect historical data using modern technologies such as machine learning and advanced statistics. The model addresses the shortcomings of Harry Markowitz’s approach, dynamically manages the entire portfolio, checks the correct composition, and learns from historical data.
Advantages of our comprehensive strategy:
A dynamically adaptable model prepared for an unstable market environment
Applied machine learning and advance statistics
Taking into account effectivity and consistency of model
Probability testing of future scenarios
Unique testing methods
Our own development platform
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This website and the documents available on it are for informational purposes only and are not intended for the public. The information contained herein is intended only for qualifying investors who are aware of the risks associated with investing in this fund and whose repayment or investing in this fund may amount to at least EUR 125,000 or equivalent in another currency. Warp Capital Management s.r.o. is engaged in collective asset management of qualified investors, does not provide individual asset management or any other investment service, is not subject to supervision by the Czech National Bank and is registered with the Czech National Bank in the list of persons performing asset management comparable to management under Section 15 of Act 240/2013 Coll. on investment companies and investment funds. For more information, see Legislation and regulation
Warp Capital Management (registration No.: 07957751) is a company incorporated in the Commercial Register administered by the Municipal Court in Prague under file No. C 310107.