Smart data delivered to your desktop. Systematically.
We run 528 investment engines on 2.2 million individual data points. Each data point represents the daily closing price of a specific security, asset or market. Each engine embodies a specific strategy for evaluating the risk of a set number of securities, assets and markets. The price data that we feed into all of these engines stretches back a minimum of 750 market days.
Runs like clockwork.
Swiss made.
We run four separate investment engines underneath every single market.
Hand-crafted.
With purpose.
We design, develop and code all of our strategies in-house. The process is human intensive: we manually cycle, step by step, through a virtually unlimited combination of financial factors across multiple markets and assets. The goal is to unlock promising paths of parameter design. All of this research and development is executed on a programmable platform that was also designed and developed in-house.
Snapshot of key numbers
multi-factor investment engines
528
years of market data for R&D
1,410
single stocks and commodities evaluated weekly
1,584
lines of code
49,560
years of system development
12
year track record
9
Multi. Factor.
The traditional measures of risk are essentially based on one single factor: the dispersion of returns. But we have discovered –the hard way– that no single factor operating in isolation is going to solve the risk equation. Our solution lies in getting multiple factors to work in combination. We call this a multi-factor, algorithmic approach to the study of risk.
Contact us to learn more about these factors.
Factor 1
Factor 2
Factor 3
Factor 4
Factor 5
Factor 6
Factor 7
Factor 8
Factor 9
Factor 10
Factor 11
Factor 12
Factor 13
Factor 14
Factor 15
Factor 16
Factor 17
Factor 18
Factor 19
Factor 20
Factor 21
Factor 22
Factor 23
Factor 24
Maximize success. Minimize failure.
There is safety in numbers. We therefore have multiple engines at work on any given market or asset. So if one specific strategy stops working, then the other three strategies will be there to ensure a successful evaluation of the asset or market.
Over the years, we have made a number of upgrades to our engine architecture. We are currently running Generation 21.
Generational system upgrades
GEN 1
September 2012
Risk-based, top-down
GEN 2
January 2014
Risk-based, bottom-up
GEN 3
June 2014
Multi-factor risk analysis
GEN 4
July 2015
Dual-core long-short
GEN 5
August 2016
Quad-core long-short
GEN 6
March 2018
Dynamic score weighting
GEN 7
April 2019
88 new investment engines
GEN 8
May 2019
Analog-to-digital scoring
GEN 9
January 2021
60 new investment engines
GEN 10
February 2021
Analog-to-digital scoring 2.0
GEN 11
March 2021
Optimization of market data
GEN 12
November 2021
Single commodity scores
GEN 13
January 2022
Single stock risk scores
GEN 14
May 2023
Quintile stock rankings
GEN 15
June 2023
Commodities paired to futures
GEN 16
July 2023
29 new commodity markets
GEN 17
January 2024
Deep Value stock selection strategy
GEN 18
January 2024
Single stock Short Selling strategy
GEN 19
April 2024
New equity engine selections
GEN 20
April 2024
New commodity engine selections
GEN 21
June 2024
New commodity score generation
GEN 22
July 2024
Fast Risk Strategy
GEN 23
August 2024
Quad-core engines on single stocks
1
Alternative data. For actionable insights.
2
Point-in-time data. Mapped to tickers.
3
Real-time data. With zero lag.
4
Reliable delivery. Via email or AWS S3 buckets.
4 key benefits for users
Simple engines.
Simple in construction.
Unified engines.
Unified parameters for maximum robustness.
I. Valuation
The following engines place a premium on the valuation (the price) at which the securities underlying a market can be purchased.
Different by design.
Smoothed engines.
Smoothing the data prior to processing.
Inflected engines.
Targeting the points of risk inflection.
II. Risk dynamics
The following engines place a premium on the risk characteristics of the securities underlying the market.
528
INVESTMENT
ENGINES
2.2
MILLION
DATA POINTS
Connect with us:
Location
Rue de l'Industrie 10
1950 Sion, Switzerland
Tel. +41 79 333 0310
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