Capital markets are characterized by cyclicality that requires probabilistic decision making. We can help. Our goal is the help active managers (traditional managers and hedge funds) increase portfolio return contributions from allocation decisions to important systematic sources for risk: market, sector, industry and factor.
Our algorithms are meant to serve as a high-quality third-party reference points for your decisions.
Algorithms deliver an exposure coefficient each day you can use to make capital allocation decisions
Our algorithms make unambiguous decisions unaffected by media and other sources of bias
Algorithms are behavior focused. What investors do is more important than that they might do based on valuation on other metrics.
Algorithms are back tested out of sample and we disclose the results
We calculate a portfolio return for each algorithm every day and you can see how they perform
Call us today for a consultation.
Output and performance from algorithms and algorithm model portfolios can be completely replicated. While current algorithms target ETFs, we can also target underlying indices. In addition, we can design tailored solutions for product issuers. Call us today and see how.