Investment Strategies

Investment Strategies


Millesime-IS is specialized in developing systematic, low-cost, comprehensive and liquid strategies elaborated on an evidence-based process that demonstrates robustness over time.


Our strategies focus on capital and purchasing power preservation, thereby increasing earnings.


Long Only

Economic cycles happen, be prepared: our academic awarded Economic Switching Probabilistic Indicators (ESPI) detect the current phase of the economic cycle and transition probabilities.


Based on the phase of the economic cycle and on up-to-date risk-based portfolio optimization techniques, Millesime-IS automatically selects low-cost and liquid assets.


Market neutral Anti Long/Short equity strategies


Forex strategies based on macro and machine learning


Momentum trading strategies


We commit to establish strong, interactive relationships with our clients to address their specific needs.