PORTFOLIO OPTIMIZATION

MACHINE LEARNING STOCK PICKING

  • Compare your current allocation with the results stemming from the market’s most powerful portfolio optimization algorithms.
  • Rise your portfolio performance with the predictive power of machine learning.
  • Discover which stocks will have a higher expected return per unit of risk.
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OUR MODELS

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  • We employ over 30 portfolio optimization models : Bayesian, A.I., Online, Robust, Convex,…
  • We calibrate our models on the base of your goals and risk budget.
  • We provide a detailed backtesting of each model for each market.
  • Our Adaptive algorithm select the best allocation given the current market condition and your investment goals.
  • We deliver our customized results with a monthly report and we present them in a dedicated meeting.

SELECTED REFERENCES

  • Basile Ignazio, Ferrari Pierpaolo, “Asset Management and Institutional Investors”, Springer,  2016
  • De Prado Marcos Lopez,  “Machine Learning for Asset Managers”, Cambridge University Press,  2020
  • Fabozzi Frank et al. “Asset Management: tools and issues”,  World Scientific, 2020 
  • Kissell Robert, “The Science of Algorithmic Trading and Portfolio Manangement”,  Academic Press, 2013
  • Meucci Attilio, “Risk and Asset Allocation”, Springer, 2005