AI Systematic Risk Parity

The Non-Traditional Alpha strategy seeks to deliver positive returns with low- to near-zero correlation to traditional equity, risk-premia factors and other hedge fund investments. 

Taylor-made from AIIP

  • The strategy seeks to deliver positive returns¬†with low- to near-zero correlation to traditional equity, risk-premia factors and other hedge fund investments.

  • The strategy act as a strong diversifier to classical endowment-style portfolios, particularly in times of liquidity-driven market shocks.

  • The strategy invests across a broad spectrum of global markets including 49 equity and sector indices, 13 government bond and 27 commodities utilizing deep learning predictions as the investment manager.

  • The long-term risk level is expected to be around 10%, measured by annual volatility.

  • The strategy is continuously optimized regarding holding periods, predictions and portfolio management.

  • The selection process is fully systematic using proprietary, in-house developed, deep learning models that generate long/short signals.

Automated AI investment process
AI Systematic Risk Parity 1
Tailor made by
Innolab
Portfolio diversifier

The strategy seeks to harvest return, which provides portfolio diversification and low correlation to traditional asset classes.

Risk management

Risk parity allocates weights to each asset in the portfolio, while maintaining an overall risk budget of 10% on a yearly basis.

Non-emotionel

The autonomous strategy is completely predictable, transparent and non-emotional.

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