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Sigma Investors Inc. is an investment fund company based in London, Ontario. The company provides investment products and services to help individual investors and institutions grow and manage their wealth. With a focus on using quantitative analysis methods, Sigma Investors Inc provides quality investment advice to help clients achieve wealth growth.
The company’s portfolio managers are well-versed in quantitative analysis and use a variety of mathematical and statistical methods to make investment decisions. This approach allows us to analyze large amounts of data and make investment decisions based on big data and objective criteria, rather than subjective opinions or market sentiment. The use of quantitative analysis helps to minimize the impact of human emotion and bias on investment decisions and provides a more systematic and disciplined approach to investing.
In addition to using quantitative analysis, Sigma Investors places a strong emphasis on risk management. The company uses a variety of tools and techniques to help manage risk, including diversification, stop-loss orders, and margin limits. The company’s portfolio manager continually monitors market conditions and adjust investments as necessary to help mitigate risk and protect client portfolios.
Sigma Investors Inc is committed to transparency, providing regular updates to clients on the performance of their investments, as well as detailed reports and statements.
Sigma is also committed to ensuring the highest standards of ethical and professional conduct and is subject to regulation by the Ontario Securities Commission (OSC). The company is required to adhere to strict rules and regulations to maintain its registration with the OSC, and we take our compliance obligations very seriously.
To protect the interests of our clients, Sigma Investors has implemented robust compliance systems and controls. The company has a dedicated compliance officer that oversees all activities and ensures that if its operations follow all applicable laws and regulations.
Sigma Investors Inc has a strong commitment to protecting client data and information. The company has implemented robust security measures to ensure that client information is kept confidential and secure.
The firm will use standardized quantitative investment processes and procedures to conduct factor research, to select high-performing factors, to build multi-factor alpha models and to optimize the candidate portfolios to form the optimal portfolio to trade. The markets of interests are the Chinese public equity market and the US public equity market.
The multifactor quantitative strategies developed by the company will select factors from a wide range of factor categories like value, growth, price momentum, analyst revisions, earnings quality, capital efficiency, volatility and size. The factor library will have more than 500 quantitative factors from which the models can select. The multi-factor models built on the selected factors will then go through rigorous back-testing and strategy simulations to ensure their risk-return profiles are suitable to their stated long term investment risk-return targets.
The firm has subscribed to leading market data providers like the S&P Global Market Intelligence ClariFI quantitative investment platform and the Bloomberg Terminal in order to develop high quality and efficient quantitative strategies for clients. The annual budget and expenses on data, investment platforms and tools are between 80k to 100k CAD to ensure the company has top tier data and tools in its disposal.
As Chief Operating Officer, Xiaotong is responsible for the firm’s key administrative and operational functions, including Finance, Human Resources, Office Services, and Market Development. Prior to joining Sigma Investors in 2021, he served as Chief Executive Officer with one of non-banking financial institutions in China for 4 years which is licensed by CBIRC and focus on individual loan business. Xiaotong also held the role of General manager on the field of Risk Management and Investment Banking at a commercial bank in China for 9 years.
Xiaotong has a Master of Business Administration from SWUFE.
Pei has over 12 years of quantitative investment management experience. He was a quantitative portfolio manager at London Capital of GLC Asset Management for five and a half years, where he managed London Capital’s Global Real Estate, Global Infrastructure, Canadian Low Volatility and U.S. Value mandates of over $2 billion in client assets.
The London Life Canadian Low Vol Fund ranks in the top percentile in the Morningstar Canadian Equity category for the return of the year 2018 and the recipients of the FundGrade A+ Awards for the year 2018 and the year 2019.
Before joining GLC in 2015, he was actively involved in quantitative investing for one of Canada’s largest institutional investment managers in Alberta. Pei started his career in 2006 at a large financial institution specializing in investment risk management technology. He specialized in integrating new option pricing models, enhancing trading platforms and managing pricing and risk databases for equities, commodities, fixed income and foreign exchange derivatives.
A CFA charter holder, Pei completed a Master of Mathematics (statistics-finance) degree at the University of Waterloo and a master of science degree in pure mathematics at Simon Fraser University.
Frank joined Sigma Investors in 2022 as the firm’s Chief Compliance Officer (CCO). He has over 30 years experience in the asset management industry including senior level roles in finance, operations, and compliance. More recently he was the CCO at Canada Life Investment Management Ltd. and prior to that he held the position of Senior Vice President, Finance and Operations and Chief Compliance Officer at GLC Asset Management Ltd.
Frank is a graduate of Queen’s University (BA) and is a Chartered Professional Accountant (CPA).