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AlgoDynamix
Financial risk forecasting (market risk) using no historical data! Existing clients across asset/portfolio management and trading
Ability to deal with disruptiv
e events
Historical price & correlations
News & data feeds
Software sophistication
Real time crowd analytics
Pro
duct
dif
fere
ntia
tion
AlgoDynamix analytics engine Software identified
´clusters` of user-behaviour
Within each cluster, users have comparable feature sets
Cluster identification amongst noisy buyers and sellers is part of our unique core capabilities
SellerBuyer Cluster
Nor
mal
day
Time16 Jun 18 Jun 20 Jun 21 Jun
170
160
150
180
14 Jun
USD
AlgoDynamix analytics engine Software identified
´clusters` of user-behaviour
Within each cluster, users have comparable feature sets
Cluster identification amongst noisy buyers and sellers is part of our unique core capabilities
SellerBuyer Cluster
Up
Flag
Time
170
160
150
180Directional Up or Down Flag:
Price S&P 500 USD
16 Jun 18 Jun 20 Jun 21 Jun14 Jun
Example: the ‘Trump chart’
Financial risk forecasting providing hours or days advance warningof major directional market movements
Coverage: global equity markets
Dir
ecti
onal
ris
k fo
reca
stin
g
Case study own US fund : very good risk adjusted returns
Enter and exit S&P 500 ETF about 15 times per year, long only positions above results over 3 years benchmarked against S&P 500 buy & hold position
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Donnerstag, 2. Januar
2014
Mittwoch, 28. Mai
2014
Freitag, 17. Oktober
2014
Freitag, 13. März 2015
Mittwoch, 5. August 2015
Montag, 28. Dezember
2015
Freitag, 20. Mai 2016
Mittwoch, 12. Oktober
2016
Mittwoch, 8. März 2017
ALDX PI (ultra low vol.) versus S&P 500 benchmark
Goo
d ri
sk a
djus
ted
retu
rns
Product details
Del
iver
y: E
mai
l, Ex
cel,
Web
, AP
I
Cloud based (including optional API) solution does NOT require any client data white labelling solution available
Ove
rvie
w
next
ste
ps
Live (production) deployment with tier 2 investment banks and asset managers
Reference clients include German based ACATIS Investment GmbH (AI Fund)
The ASK:
Deployment internally within IB/Asset management; ‘quick and easy’ PoC
Global distribution to UBS clients (including hedge Funds), a very unique differentiator!
Future of Finance EMEA (London) final
Questions?