Epsilon is an asset management firm which pursues fundamental stock-selection alpha through a systematic investment process.
We use data science to establish rankings of domestic equity securities, akin to factor investing.
Unlike a value or momentum factor, our rankings are based upon the skills of the universe of active managers, as demonstrated by the securities they own.
We access manager position-sets through public regulatory filings and test their portfolios for predictive signals.
We are quantitative in approach, but invest in low-turnover, fundamentally oriented securities.
Our team came from Novus Partners, an industry leader in position-level data analytics for active managers.
The Epsilon team has spent years working with large institutional investors to test analytical frameworks for predictive signals in active managers. We have also spent over a decade focused on this data-set and the intricacies involved in optimally extracting its investment signal.