We leverage data and machine learning to uncover new sources of edge in the financial markets
“You can’t take the same actions as everyone else and expect to outperform. The search for superior results has to lead to the unusual, perhaps the idiosyncratic.”
Identify and transformmarket data
Unlock powerful insights by combining financial intuition and feature engineering
Uncover actionable market signals
Extract actionable investment signal through AI/ML technology
Convert market signals into edge
Drive investment edge through trading strategies and alternative signal
"I think our whole company will benefit significantly from the outputs of this model."
"I was impressed by the way the team approached the issue and kept on chipping away at it with us until a strong model was found that outperformed the index by more than 2x."
"The AlphaLayer team speaks the same investment management language. This allows them to hit the ground running with our teams."
The model that generated a new sources of timing value within long-short quant equities
Developed trading strategy leveraging ML with significant capital deployed against it
The model that predicted 51 of 59 fallen angels in the US and signaled a recovery in US Homebuilders early in COVID
Developed long-short credit trading strategy for US hedge fund client with significant real capital outperformance
The model that predicting Recession Indicators with an accuracy range of 60-66% over a 20-year period
Improved reliability of returns estimates for illiquid asset classes to generate more accurate risk forecasts