Vescore a boutique of Vontobel Asset Management, Zurich, Switzerland is currently increasing their research collaboration with universities. This effort includes a program for the sponsorship of working papers. Only Ph.D. candidates or professors from a select group of universities can apply. The goal of the program is to conduct application-oriented research in the field of investment management. Mr. Burggraf was one of two candidates selected for the program and received the CHF 10,000 grant. Additionally, Vescore will assist with the data supply, act as an advisor, and provide technical support, e.g. in coding. Dr. Bai, Research Vescore, will collaborate with Mr. Burggraf on the project. The authors will investigate several factor investing strategies. In particular, they will investigate the prediction power of the platinum-to-gold ratio on factor returns and whether this implies a profitable trading strategy. The final working paper will be submitted to an academic conference as well as for publication at an investment management related journal. Additionally, Vescore will publish some of the insights on their website.
We would like to congratulate Mr. Burggraf on this achievement and wish him, Dr. Bai, and Vescore the best of luck on their research project!