Deep understanding of fund algorithms
Bespoke index calculation service
New fund solutions for income and growth mandates
Coming naturally out of its work on structured products and derivatives modelling, FVC has been involved in assessing and developing a variety of quantitative strategies and techniques for many years.
Our first business line was as an independent index calculation and verification agent for a wide range of vanilla, thematic and algorithmic indices through its index calculation services. Over the last ten years, FVC has handled several hundred indices for several major investment banking clients, building up a comprehensive index calculation capability.
FVC handles a wide variety of indices, focusing on the complex. The strategies that we have already covered include volatility controlled, momentum, indices dependent on fundamental factors, and those linked to options and futures. The underlying assets and parameters on which indices depend include equities and other indices, bonds, futures, options as well as technical indicators and analyst data. We also created structured product indices, used by the UK Structured Product Association.
Building on this experience, FVC has been creating solutions for income or growth seeking funds by some proprietary techniques combining different asset classes. We are working with a number of distribution partners to bring solutions to market. We concentrate on developing easily understood algorithms which have an obvious rationale and strong performance in different market cycles.
These algorithms tend to produce sustainable income or growth at lower volatility over the long term. As such, they are excellent vehicles for income generation or pension drawdown.
We are open to working with new partners to produce bespoke fund ideas which leverage our experience and understanding of investment techniques.