About the Manager and Strategies

Philosophy and Methodology Outline
Emperor is a data-driven, algorithmic asset manager. Our goal is to be South Africa’s best asset manager at a reasonable cost.
Every stock has exposure to risk premia or factors that are inherent in their operating structure and stock performance. The performance in every share can be analysed in accordance to their exposure to their factor allocation. These risk premia are, in many instances, the same factors that traditional active managers try to identify in their analysis, company visits, discussions with management etc.

Emperor, however, looks only at the data and utilises algorithms to dissect the data and thus find the factors.

The availability of big data and systems to analyse this data allows us to create portfolios that do not rely on human biases and judgments and can be objectively tested.

This methodology does not only apply to South African markets. It is a universal approach that has been tested and applied to markets in the US, UK, Europe, Asia and elsewhere. This is essential since if these factors are applicable to one market, then, given the universality of economics and human behaviour, then this model must be applicable worldwide for it to be relevant.
Emperor uses four main building blocks to construct our portfolios: Value, Quality, Stability, and Momentum. Any one of these building blocks, or a combination of them, can be used by a client as part of an equity portfolio that matches defined risk-return objectives.
Additionally, Emperor’s algorithms create multi-asset, risk-targeted portfolios that blend cash, property and bonds with our equity factors to meet a client’s specified risk requirements. We have solutions that invest in indices only (ETF’s), individual specific assets only and a combination of both.