Crystal Shore Dashboards is a FinTech company. Our research process is 100% systematic (algorithmic). We design, develop and code all of our strategies in-house.
Our computers analyze historical price data. Our research and development universe is composed of 1,410 years of market data (94 markets x 15 years).
We have 4 separate investment engines underlying every asset and market. Each engine runs a highly specific investment strategy. We currently run 356 such engines across global markets.
Valuation engines place a premium on the value (the price) at which the securities underlying a market can be purchased.
Risk dynamics engines place a premium on the risk characteristics of the securities underlying the market. We then have a further 4 engine types.
Simple in construction.
Unified parameters for maximum robustness.
Smoothing the data prior to processing.
Targeting the points of risk inflection.
Our systems are continuously optimizing the weighting of the engines based on the success of their performance delivery.
All of our investment engines process a multiplicity of factors. These factors can work in combination or isolation.
We run a bottom-up investment process. So individual security analysis drives market scores. MICRO ANALYSIS DRIVES MACRO VIEWS.
We systematically analyze the 41 South African companies underlying the JSE Top 40 index. We evaluate each company in terms of the underlying risk. We then consolidate these 41 company risk scores to generate the overarching risk score for the South African equity market.
We systematically analyze and evaluate 1569 companies and commodities every week. These individual company (and commodity) scores are aggregated market by market. Thereby generating the final risk scores across all Emerging Markets and Commodities markets.
Over the years, we have made a number of upgrades to our engine architecture. We are currently running Generation 12.