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‘The model avoids psychological pitfalls’“The benefit of a model is that it can anticipate the psychological pitfalls on financial markets that are difficult for human investors to avoid”, explains Smits: “At Robeco, we believe that thorough research helps to identify and understand the key forces at work on financial markets. So it's not just about finding statistical patterns, but also about discerning what the economic explanations of these forces are.”
‘The universe comprises extremely liquid index instruments’GTAA therefore keeps its field of activity limited to a number of extremely liquid index instruments at equity, (government) bond and currency level. Apart form the desire to adjust the portfolio in all market conditions, the selection of very liquid instruments is also driven by the format in which Robeco GTAA has been created. The fund has a UCITS form, with daily liquidity being one of the conditions.
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