Our algorithms scan several thousand data series each day. Our platform enables our R+D team to develop ideas rapidly using state-of-the-art methods in artificial intelligence, including deep learning, tree boosting techniques and ensemble methods. Our algorithms look for relationships between asset prices and technical data e.g. price, volume, etc., and fundamental variables such as forward/trailing EPS, etc.

All positions are beta hedged to SPY. Being our composite portfolio, this method is a combination of portfolios with automatic alpha learning and multi-factor alpha models. Risk is managed by beta hedging, combining factors based on their covariances, limiting allocation in sub-industries, and dynamically adjusting portfolio size based on

recent volatility.