Delivering advanced analytics and AI to funds in a managed service wrapper.
Portfolio Optimisation Managed Service
Let us help you to get the best returns from your portfolio by applying algorithms to optimise those portfolios. All we need is some of your data to prove the value of this approach.
Models Include:
Classical Portfolio Optimization
Fat-tailed Risk Optimization
Neural Network-based Portfolio Optimization
Nonlinear and Option Portfolios
Asset Liability Management
Liability Driven Investment.
Orthogonalization
Principal Component Analysis (PCA)
Independent Component Analysis (ICA)
Kernel PCA
Deep Component Analysis (DCA)
Component Weighting
Weighting components to maximise return per unit of risk
Kelly weighting
Risk is Gaussian
double return -> double weight
Power law weighting
Risk has tails
double return -> less than double weight
Fixed weighting (in suitable units)
Risk has fat tails
double return -> same weight
Non Linear Portfolios
Options
Implicit optionality around drawdowns
There is no static optimal portfolio
Dynamic hedging of the portfolio
Kernel PCA
Deep Component Analysis
Neural Network Hedging
NLP
NLP Algos
An ability to take instrument id data from a portfolio and feed it into a platform that can continuously monitor and interpret signals from virtually any data source using natural language processing. Then feed that interpretation back in the form of summarised, actionable information.
To do this in near real time.
To do it in a way that is auditable and demonstrable to investors.
Used for monitoring social media and other types of text based media.
