Statistical software from HUGIN EXPERT A/S is behind SELECT 40 – a new, probabilistic investment strategy launched by Boston Harbor Investment Management on April 1, 2013.
On April 1, Boston Harbor Investment Management launched a quantitative rules-based equity strategy called SELECT 40 Large-Cap Low Volatility Investment Strategy. SELECT 40 is based on 22 years of back testing, and seeks to identify large-cap companies that are well-managed and healthy, and which have a high probability of sustainable earnings – also in times of market decline.
SELECT 40 was developed by Dennis Caulfield, Chief Investment Officer and Vice Chairman at Boston Harbor Investment Management, working with Denmark-based HUGIN EXPERT A/S.
HUGIN Chairman Steffen L Lauritzen and CEO Anders L Madsen are on the firm’s board of advisors.
See Emerging Manager monthly, April 2013, Vol VIII, Issue 4 for more details.