signal manager: SEA
SEA refers to Search Engine Analytics. The Signal is based on the tracking of search terms associated with additional risk-off corresponding to additional risk-on trading behaviors. The main data source is Google Trend data. The most predictive search term was “coronavirus” in early 2020. In the early stage of a bear market, search terms like “recession” generate interesting results too. The weighting of the corresponding algorithm is based on the level of correlation between the search terms and the relevant markets.
- track record:
- less than 5 years
- AUM / AUA:
- Under USD 500 million
- model types:
- asset classes:
- main office:
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Sanostro AG 2020