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Professional management of investment accounts. Use all our know-how to manage your investment account.

Expected fund indicators

Annual Return
Sharpe ratio
Maximum Drawdown

Jak to funguje zpráva investic

We are a quantitative investment management company trading equities around the globe.

  • Quantitative:
    Using advanced statistical and machine learning models.
  • Systematic:
    100% following models.
  • Efficient:
    Cost-effective execution of strategic trades.

Proč je dobré svěřit nám správu inveestičních účtů

We invest into publicly traded stocks from developed markets, including U.S., Canada, Europe, Japan, Australia, etc. 

Investment universe as broad as ours offers a greater number of mispriced investing opportunities as well as stronger diversification relative to other regionally restricted strategies.

Our exposures to individual countries and regions varies over time and is fully dictated by the model.

Regional and country decomposition of our portfolio for 31.12.2019 can be seen on the left.

TODO: add real multi-level pie-chart (regions and countries)

Poplatky za správu investičního účtu

We use ensembles of state-of-the-art machine learning models:

  • Neural Networks 
  • Gradient Boosted Regression Trees 
  • Random Forests

... in multiple prediction tasks:

  • Excess stock returns
  • Rank of the stock returns
  • Classification of extreme stock returns

... tested in the rigorous statistical setting.

Current fund resuls

Pro koho je zpráva investic vhodná

Expectations based on the evidence from the large-scale data on equities from around the globe going back to 1926

More than 50 000 firms from:

  • North America (U.S., Canada)
  • Europe (Austria, Belgium, Denmark, Finland, France, Germany,Greece, Ireland, Italy, Luxembourg, the Netherlands, Norway,Portugal, Spain, Sweden, Switzerland, and the United Kingdom)
  • Japan
  • Asia Pacific (Australia, New Zealand, India, and China)
Investment time Pravda Capital
Pravda capital Academic papers we read

Academic papers we read

We continuously monitor academic research and closely cooperate with researchers from universities.

Peek into our library:

Technology stack

“One can predict the course of a comet more easily than one can predict the course of Citigroup’s stock. The attractiveness, of course, is that you can make more money successfully predicting a stock than you can a comet.”

Jim Simons, Renaissance Technologies