Alfa Formueforvaltning ApS is an asset management company registered with the Danish Financial Supervisory Authority, which manages the alternative investment fund Amerikansk Momentum A/S. The fund invests in US equity by leveraging a systematic momentum-based strategy based on the most recent and relevant research in the financial academic literature.
Momentum investing is a strategy that exploits the continuation of existing trends in the stock market. In contrast to naïve momentum strategies, which buys stocks that have increased the most over the past year, Alfa Formueforvaltning develops algorithms to increase the signal-to-noise ratio in stocks exhibiting momentum. By increasing the signal or similarly reducing the noise in financial data, Alfa Formueforvaltning is able to achieve superior risk-adjusted returns for its investors.
Established in 2020.