- High-returns low-drawdowns strategies
- Smart-beta index type strategies
- Open Dual Momentum approach
- Life-time track record fully auditable
ADDCAPITAL
INNOVATIVE SMART-BETA INDEX STRATEGIES
ADDCAPITAL
INNOVATIVE SMART-BETA INDEX STRATEGIES
- High-returns low-drawdowns strategies
- Smart-beta index type strategies
- Open Dual Momentum approach
- Life-time track record fully auditable
Who we are
We develop and implement products for investors interested in professional combination of strong and reliable investment strategies for better risk-return ratio classes
- Professional team, 8 members
- 90 years cumulative expertise in investment, asset management, quantitative analysis and trading, successful investment track record in financial industry
- $60m AUM
- Geography: UK, Ireland, Cyprus, Cayman, BVI
- Own strong investment R&D, investment incubator and investment consulting arm
- Deep technology and venture capital expertise (addventure.vc)
- Leading working groups on investment infrastructure together with large banks to propose new solutions and regulation initiatives
Momentum Approach
Momentum approach is capitalizing upon human market inefficiency and inertia on the same set of assets bringing average higher return with lower drawdowns.
The momentum strategies are well-known and generally accepted in both public and academic world since 1990-s (see Asnes, Antonacci, Moskovitz, Pedersen).
Research shows that investors hold onto losing stocks too long in hopes they will come back to their original price while selling their winners too early.
Fear, greed, overconfidence and confirmation bias can lead investors to pile into winning areas of the market after they’ve risen or pile out after they’ve fallen.
ADDCAPITAL Dual Momentum approach: by combining both relative momentum and absolute momentum, Dual Momentum seeks to rotate into areas of relative strength while preserving the flexibility to shift entirely to safe-heaven assets (e.g. cash or gold) during periods of pervasive, negative trends.
In our approach we use a variation of Dual Momentum for widely-diversified Global Economy Sectors as a 65% strong basis, adding 30% high-returns high-tech equity (FAANG basket), and 5% Momentum over liquid equity in hype sectors.
Our Strategy
Asset Allocation
Our Philosophy
Team
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Alexey Prokofyev Managing Partner AddVenture.vc partner, earlier exec Nokia (NSN), Motorola, Nortel Networks, MIT Sloan, Skolkovo EMBA, NN University Mechanics of mathematics and computational mathematics |
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Sergey Grigoryan Advisor, Product&Strategy Previously director for Investments UK Uralsib, Nomos-Bank, Pioneer Investments, Binbank, MSTU Bauman, IE Business School MBA, 2001 |
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Konstantin Kozhevnikov Partner SmartFintechSystems Chairman,earlier top-ranking positions at Finstar Financial Group, East-West United Bank S.A., VTB, Sobinbank, Russian Golf Association, First Rank State Counselor, Ph.D. Economics |
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Alexander Dorozhkin Head of Portfolio Management 2007–2017 — Asset manager UK Uralsib, active management of hedge funds and strategies, Institute of Communication Cryptography and Informatics, Financial University under the Government of the Russian Federation |
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Dmitri Betaneli Partner Over 20 years of experience in investment management and corporate finance. Morgan Stanley, Merrill Lynch, ABN AMRO Bank and Deutsche Bank. Harvard Business School, Massachusetts Institute of Technology |
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Rodolphe Evangelisti Advisor More than 20 years in international banking (Paribas, Rabobank, ex CEO of Natixis). Investor in Fintech, Independent Director in Seventh Continent, Inoventica, TOG CIS, CTS. University of Paris, Lyon Business School, MBA Milan |
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Stepan Volkov Technology Improve Group partner, solutions for Finstar Group, 4finance, Sovkombank, Skolkovo Practicum, Faculty of Information Technologies of NSU |
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Anton Shklyaev Senior Analyst EY-senior analytic, URALCIB analyst, Financial University under the Government of the Russian Federation, CFA lvl 1 |
Alexey Prokofyev
Managing Partner
AddVenture.vc partner, earlier exec Nokia (NSN), Motorola, Nortel Networks, MIT Sloan, Skolkovo EMBA, NN University Mechanics of mathematics and computational mathematics
Sergey Grigoryan
Advisor, Product&Strategy
Previously director for Investments UK Uralsib, Nomos-Bank, Pioneer Investments, Binbank, MSTU Bauman, IE Business School MBA, 2001
Konstantin Kozhevnikov
Partner
SmartFintechSystems Chairman,earlier top-ranking positions at Finstar Financial Group, East-West United Bank S.A., VTB, Sobinbank, Russian Golf Association, First Rank State Counselor, Ph.D. Economics
Alexander Dorozhkin
Head of Portfolio Management
2007–2017 — Asset manager UK Uralsib, active management of hedge funds and strategies, Institute of Communication Cryptography and Informatics, Financial University under the Government of the Russian Federation
Dmitri Betaneli
Partner
Over 20 years of experience in investment management and corporate finance. Morgan Stanley, Merrill Lynch, ABN AMRO Bank and Deutsche Bank. Harvard Business School, Massachusetts Institute of Technology
Rodolphe Evangelisti
Advisor
More than 20 years in international banking (Paribas, Rabobank, CEO of Natixis). Investor in Fintech, Independent Director in Seventh Continent, Inoventica, TOG CIS, CTS.
University of Paris, Lyon Business School, MBA Milan
Stepan Volkov
Technology
Improve Group partner, solutions for Finstar Group, 4finance, Sovkombank, Skolkovo Practicum, Faculty of Information Technologies of NSU
Anton Shklyaev
Senior Analyst
EY-senior analytic, URALCIB analyst, Financial University under the Government of the Russian Federation, CFA lvl 1
ADDCAPITAL IN THE MEDIA
News
Alexey Prokofiev spoke at the meeting of the Expert Council on Digitalization of the Russian Union of Industrialists and Entrepreneurs
Representatives of the ARC Working Group took part in the regular meeting of the Expert Council on Digitalization of the Russian Union of Industrialists and Entrepreneurs
08.11.2018
ARC experts joined to the Expert Council of the Russian Union of Industrialists and Entrepreneurs on Digitalization
The Council was created to coordinate the work of the Union structures engaged in the development of the digital economy.
17.10.2018
D3ledger with AddCapital test safekeeping of cryptoassets for Institutional Investors through Distributed Digital Depository
D3ledger’s open source code has passed a security audit from Lykke and is published on GitHub.
16.10.2018
Partners
