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GNC equity portfolios utilize quantitative modeling to provide a systematic and repeatable process whose attributes can be understood and predicted to a greater degree than a traditional fundamental process. This enhances their effectiveness within the context of a broader asset allocation.

GNCís quantitative model combines a proprietary accounting based valuation factor with a market based control factor.

The valuation factor evaluates a company based on its ability to earn true economic rent, while the control factor enables us to verify that the economic rent is not due to transitory conditions.

We also perform a quality control review on each candidate security to ensure the accuracy of the data and to make sure that no unusual circumstances exist.


Equity Products

Our Strategy

Fixed Income Products

GNCís fixed income process utilizes a proprietary quantitative model designed to select the optimal duration from a set of maturity choices. The model analyzes yield curve relationships under a variety of market conditions to make its prediction of the optimal maturity. The process does not include credit analysis, so we apply this model to highly liquid instruments with little or no credit risk, such as US Treasury and Agency bonds.