Modelling Reality.

Schlossberg&Co Model.

Our investment strategies are running on our proprietary quantitative model - The Schlossberg&Co Model. Our model consists of a set of different algorithms replicating reality as close as possible with the help of the latest technology.

Academic Foundation

We don’t believe in magic but rather prefer the harsh reality with all its opportunities and challenges. We have eliminated all the guess work and have modelled reality as close as possible applying the latest scientific research in quantitative investment algorithms.

28
Models Analysed
50+
Years Backtested
756
Correlations Tested

No Emotions

Investing can be very emotional. Various studies have shown that emotions have a considerable drag on performance. We at Schlossberg&Co have eliminated all human emotions from the investment process and rely on facts only.

Cut losses. Keep gains.

Our model is designed to cut the worst losses while participating in the upswings. It’s not magic it’s just consistent risk management. Our quantitative approach allows us to exploit market inefficiencies and is unique in the industry.

Model Selection

Our model consists of a set of different sub-models. Each sub-model has been calibrated to deliver an optimal risk/return profile and a low correlation to the other sub-models.

Model diversification

While common investment strategies are diversified only on the asset level, we include an additional layer of diversification by including a set of diverse algorithms.

Learn More

Model Example

There are a number of parameters impacting our model decisions. In the end its  a multi-step thought process - without any biases and emotions and the highest discipline.

For instance, we analyze the prices of different time horizons and give different scores depending on where the current price is.

-1
Below
25 percentile
0
Between
25 & 75 percentile
+1
Above
75 percentile

We put these scores in relation to the risk (volatility) of the different assets by multiplying with 1/volatility.

1/volatility

multiply

We then take the sum of the absolute score and allocate funds of the portfolio accordingly.

sum(abs(score))

sum absolute scores

We repeat that process on a regular basis.

rebalance regularly

Proven Successful

Our model has proven successful in the most drastic financial crises over the past two decades. For instance in 2008 benchmark indices have lost more than 20% while our model has shifted into defensive assets ahead of the downturn and managed to close the year with more than 10% return.

Bonds
Equity
Cash
Other
All fees (Schlossberg&Co and third party fees) are included. Graph shows an investment of CHF 100 over time. Benchmark is a portfolio consisting of a global allocation to 60% equities and 40% bonds rebalanced monthly.
Bonds
Equity
Cash
Other
All fees (Schlossberg&Co and third party fees) are included. Graph shows an investment of CHF 100 over time. Benchmark is a portfolio consisting of a global allocation to 60% equities and 40% bonds rebalanced monthly.
Digital
Cash
All fees (Schlossberg&Co and third party fees) are included. Graph shows an investment of CHF 100 over time. Benchmark is Bitcoin.

Consistent Returns

Minimising the worst drawdowns while participating in the upswings pays off over the years. Investing in the benchmark would have resulted in a nice return. That return however pales against the return resulting from our investments with the help of our risk management model.
InvestTechnologyResearchSB & InstitutionsWhy. What. How.VoiceJob Opportunities