Factor Investing

Predict factors (eg, volatility) for a given security universe and select securities generating alphas. 

AI prediction models that can predict the forward factor based on regression models

Select securities based on the prediction

Quickly move other constraints into  a downstream Portfolio Optimization process.

Choose securities on attributes that are associated with higher returns 

Evaluate factors such as macroeconomic (eg, inflation, GDP, interest rate) or style factors (eg, value, momentum, volatility)

Use model inputs that are a company’s fundamental indicators (mostly fundamental ratios), technical indicators and other indicators (analyst opinion, MD&A, ratings etc.) 

The solution can be delivered through APIs to the research team.