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Success algorithm – IPO Market

From 30% in foreign currency | 6 months | Medium risk

Investment goal and strategy

Amaday is a subsidiary of Raison Asset Management, specializing in IPO and pre-IPO investments. Trust management using algorithmic strategies is implemented on the client’s individual brokerage account with Exante.

Companies for investment are selected based on fundamental analysis of each issuer. The study examines the company’s strategy, its sales volume and profitability, the company’s multiples in comparison with competitors and the industry as a whole, the industry itself, the demand from investors when forming the order book, etc.

Amaday has developed its own stock trading algorithm based on computer modeling and historical data on issuers who have gone public from the beginning of 2015 to the present day.

The process of selecting a company and buying / selling its shares

  • Amaday experts analyze the company by fundamental indicators
  • Potentially attractive companies are added to the asset portfolio
  • Trading is carried out strictly according to the developed algorithm

Strategy advantages

  • The algorithm takes into account such trading parameters as the holding time of the position and the levels of exit from the position both during its growth and during its fall.
  • There are no Lock-Up periods. Lock-Up period – a period of time after the IPO during which investors cannot sell their shares
  • A wide range of hedging instruments, including hedging of the entire exposure in the portfolio by derivatives on volatility, a reverse fund for the biotechnology sector and a number of others (depending on the composition of the portfolio)
  • The volume of the order is not limited due to access to market liquidity and margin trading
  • Own portfolio management methodology
  • The strategy is implemented on an individual brokerage client account