Crystal Shore Dashboards is a FinTech company: our investment process is 100% systematic (algorithmic). All of our risk scores are generated in our computers. We design, develop and code all of our strategies in-house.
We analyze historical price data. Our research and development universe is composed of 1,125 years of market data (75 markets x 15 years).
We have 220 investment engines running on 55 global markets (4 x 55). So that's 4 separate investment engines underlying every asset and market. Each investment engine runs a highly specific investment strategy.
Valuation engines place a premium on the value (the price) at which the securities underlying a market can be purchased.
Risk dynamics engines place a premium on the risk characteristics of the securities underlying the market. Within these 2 broad engine categories (valuation and risk dynamics), we then have a further 4 engine types: simple, unified, smoothed and inflected.
Simple in construction.
Unified parameters for maximum robustness.
Smoothing the data prior to processing.
Targeting the points of risk inflection.
We dynamically weigh our engine scores based on the success of their performance delivery.
All of our investment engines process a multiplicity of factors. These factors can work in combination or isolation.
We run a bottom-up investment process. So individual security analysis drives market scores. MICRO ANALYSIS DRIVES MACRO VIEWS.
We systematically analyze the 505 individual companies underlying the S&P 500. If we rate most of these companies as 'low-risk,' then a low-risk market score will be generated for the US Large Cap market (green score of 100). If we rate most of these companies as 'high-risk,' then a high-risk market score will be generated for the US Large Cap market (red score of 0).
We systematically analyze and evaluate 4433 companies. Every week. These individual company scores are aggregated market by market. Thereby generating the final risk scores across all equity markets and regions.
Over the years, we have made a number of important upgrades to our engine architecture. We are currently running Generation 8.