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Behind a strategy, there must be a clear intuition. With Riskcasting, the intuition is to focus on the changes of the spectrum of risk tolerances of the community of investors. With Low Turbulence, we look to identify the more chaotic periods where it is worth scaling the exposure to risky assets. Resilience looks to identify top performers on a relative basis through an ongoing contest approach.The effort is to reinforce the signal-to-noise ratio on the input data. Working on the data, either in a supervised or unsupervised manner, we look to reduce the dimensionality and increase its predictive power.
From there, getting to a clear investment process, which is parsimonious in terms of calibration parameters, is paramount. We work on sequential machine-learning techniques, which are as lean as possible. |
