Keller Partners offers a group of rules-based decision systems that analyze recurring statistical phenomena in the world's financial markets, specifically:
- The historical tendency of these markets to trend
- The tendency of securities prices to revert to the mean
- The persistence of relative strength
Our Models provide professional investors with tools to help manage the systematic (i.e., market-related, or "beta") influences that tend to dominate client portfolio returns.
The market inefficiencies that we filter and analyze have all been documented by academic research. Typically, they are characterized as weak, but statistically significant, background forces. Since they are subtle, they are certainly subject to considerable statistical noise and distortion by short-term influences. Our work has nevertheless found them to be exploitable on behalf of strategies which can both reduce portfolio risk (drawdown) and enhance returns.
Principals of our firm have been engaged in quantitative market analysis for over 25 years.
The documents below offer additional perspective on our work:
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