Quantitative Investing

Our Company QuantitativeInvestment.com started as a traditional institutional investment consulting firm in 1992. Research on the expected return factor model was completed in 1994. Operational use of the model commenced in Norway with a widely diversified global fund, which continues to be successfully run to this day. The expected return factor model became Haugen's exclusive product in 1996.
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Haugen Custom Financial Systems, Inc. works jointly with our clients to customize their quantitative investment system. This customizing enables a manager to more precisely meet the needs and concerns of his/her investors and compute expected returns on stylized portfolios. Eventually, managers must also have their own proprietary investment systems to compete effectively in the marketplace and to maximize the value of their businesses.

With time, managers using our technology become independent, full-fledged, quantitative investment managers.

Haugen Custom Financial Systems, Inc. works with our clients through three distinct stages to become familiar with our expected return model factor software.

Stage 1: Haugen Custom Financial Systems, Inc. provides a client with expected returns which we compute after a consultation. Clients use their own risk management tools, but need no data sources. Minimum personnel requirements include a part-time portfolio manager with risk management experience.

Stage 2: A client begins using the compiled version of the software model in house and can compute expected returns as needed. In addition to the requirements of Stage 1, a subscription to the Bloomberg data service and a database manager with Bloomberg experience is suggested.

Stage 3: A client will purchase the source code to the expected return model and can then modify the model as desired. In addition to the requirements of Stage 2 an experienced statistician or econometrician is suggested.

A full explanation of our process is contained in "The Inefficient Stock Market, chapter three - What pays off and why".


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		Our Company QuantitativeInvestment.com started as a traditional institutional investment consulting firm in 1992. Research on the expected return factor model was completed in 1994. Operational use of the model commenced in Norway with a widely diversified global fund, which continues to be successfully run to this day. The expected return factor model became Haugen's exclusive product in 1996. Click here to see a powerpoint presentation of our company Who are Our Clients? Haugen Custom Financial Systems, Inc. . works with pension funds, endowments, institutional money managers, hedge fund managers, insurance companies, banks and mutual funds What Makes Us Unique? Other companies provide general market signals to all their clients. We understand that different clients have different needs. Haugen Custom Financial Systems, Inc. works jointly with our clients to customize their quantitative investment system. This customizing enables a manager to more precisely meet the needs and concerns of his/her investors and compute expected returns on stylized portfolios. Eventually, managers must also have their own proprietary investment systems to compete effectively in the marketplace and to maximize the value of their businesses. With time, managers using our technology become independent, full-fledged, quantitative investment managers. Haugen Custom Financial Systems, Inc. works with our clients through three distinct stages to become familiar with our expected return model factor software. Stage 1: Haugen Custom Financial Systems, Inc. provides a client with expected returns which we compute after a consultation. Clients use their own risk management tools, but need no data sources. Minimum personnel requirements include a part-time portfolio manager with risk management experience. Stage 2: A client begins using the compiled version of the software model in house and can compute expected returns as needed. In addition to the requirements of Stage 1, a subscription to the Bloomberg data service and a database manager with Bloomberg experience is suggested. Stage 3: A client will purchase the source code to the expected return model and can then modify the model as desired. In addition to the requirements of Stage 2 an experienced statistician or econometrician is suggested. A full explanation of our process is contained in "The Inefficient Stock Market, chapter three - What pays off and why". Begin PowerPoint presentation on our software model. View the PowerPoint presentation in Internet Explorer for best results.