We combine the potential of Artificial Intelligence with best practices in quantitative asset management to add value in capital markets for our clients.
The prediction of the cross-section of financial markets is data-driven and systematic. Our holistic stock selection process relies on artificial intelligence to analyze fundamentals and market data. For this, we develop customized AI technologies to meet the specific requirements of asset management. This includes the identification of predictive drivers of different investment philosophies using machine learning methods. The cross-sectional forecasts obtained are transformed into transparent investment decisions by applying modern portfolio optimization.
Our models analyze the complex, constantly changing interdependencies between economic data and price developments in international equity and bond markets. The management of equity ratios and their tactical management over business cycles as well as changing risk regimes in capital markets is based on a large number of macroeconomic variables and fundamental valuation relationships. Applying machine learning to asset pricing helps us discover non-linear relationships between the macroeconomic environment and systemic risk.
Our multitemporal database specializes in storing heterogeneous point-in-time data. Terabytes of information from financial markets, fundamental data and economic indicators are provided versioned. The data is automatically processed and validated for quality in a way that makes it ideal for training AI models.
The cloud platform hosts developed AI models. Daily data is analyzed automatically, models re-trained and forecasts generated. The accuracy of stock and risk forecasts is assessed with automated diagnostic tools. The importance of individual factors and economic drivers of predictions are broken down in detail.
AI-based predictions are implemented via our portfolio optimization, taking into account mandate-specific requirements. Live and backtest performance of products is analyzed via AI Controlling. The module combines AI analytics with traditional financial metrics to assess and monitor daily performance and strategy risk comprehensively.
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