Systematic Investment


    Systematic Investment portfolios are different portfolios I created attending to a new demand in the market for factors portfolios. The purpose of those portfolios is to show investors how it is possible to beat the market with a small portfolio between 10 to 20 companies, rebalancing them every three or six months systematically, and adjusting the parameters to adjust to different investors' styles.

    Their benchmark is going to be the Eurostoxx50 since all portfolios are done with shares traded in European markets with the Euro currency. Moreover, Eurostoxx50 is a very well-known benchmark in the retail investor's community.

    These factors long-only portfolios are:

  • Beta Portfolio, a low beta portfolio with 20 companies, rebalanced quaterly
  • Value Portfolioa value portfolio with 20 companies rebalanced semiannually
  • Growth Portfolio, a quality-growth portfolio with 20 companies rebalanced semiannually
  • Sectors Portfolio, a long-only European sectors ETFs/Futures portfolio with a maximum of 5 sectors in it rebalanced monthly.

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