Report

Systematic Ideas - Long Ford & Bunzl, Short CBS, FOXA & Tesco - 2 Nov

Deydun Markets' QuantLab team use systematic models with fundamental and quantitative inputs to generate signals on stocks, ETFs, indices, forex pairs and commodities for both investors and traders. We use a rigorous set of strategies to isolate the model that generates the profit curve that shows the most promise.

A combination of systematic derivative, fundamental and technical analysis across varying time frames and approaches helps sift out the highest conviction, actionable signals which we publish. Our unique treatment of risk as a predictive input is one of the reasons why we are able to demonstrate real time alpha. Please download our research to understand more about each signal.

Underlying
Ford Motor Company

Ford Motor designs, manufactures, markets, and services a line of Ford cars, trucks, sport utility vehicles, electrified vehicles, and Lincoln vehicles, as well as provides financial services through its subsidiary, Ford Motor Credit Company LLC. The company is engaged in electrification; mobility solutions, including self-driving services; and connected vehicle services. The company has three operating segments: Automotive, which includes the sale of Ford and Lincoln vehicles, service parts, and accessories; Mobility, which includes its autonomous vehicles and its investment in mobility through Ford Smart Mobility LLC; and Ford Credit, which includes vehicle-related financing and leasing activities.

Provider
Deydun
Deydun

Deydun Markets

 Deydun Markets, founded in 2010 and based in London, is a specialist quantamental research boutique. The client base includes institutional equity investors across the spectrum audience primarily from fundamentally driven long term investors to long / short high turnover hedge funds. Deydun covers all global markets through a macro lens as well as bottom up stock picking with the major overlay being the proprietary quantitative models that we have built over the years. The models are rebalanced to suit clients specific needs including quarterly, semi-annual and up to annual rebalance.

 Deydun specialises in providing real-time securities recommendations including providing market timing advice and actionable short-only strategies. They use robust quantitative approaches to help isolate alpha for their clients. The systematic models attempt to be:

 Right at the right time

  • Avoid drawdowns
  • Maximise diversification

 The differentiated suite of empirical models that Deydun has developed adapt dynamically to mean reversion and momentum states.

 The Deydun service is delivered through notes, “Key Thoughts”, that highlight new stock ideas and track the real-time performance of all the Live Book as well as those in the (unique) Flip Book when they have changed the side of the recommendation. These prove outstanding records of divining alpha in very liquid global equities. The models typically achieve 15% to 35% CAGRs in blind forward and real time proofing over one to two business cycles.

 Deydun endeavours to provide each client with independent and relevant ideas and transparently track all their calls. Tier one clients receive a bespoke portfolio service and often share their positions to enhance the impact of the Deydun service.

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