Investor Day: Introduction to AlphaTrAI’s Approach

By Andreas Roell   Last week, AlphaTrAI hosted its first investor day for investors in the company and shareholders of the fund.   Speakers included Bill Dwyer, AlphaTrAI’s Chairman, Homa Karimabadi, our Chief Scientist, Bruce Lavine, our President of Asset Management and me.   I believe we gave the most…

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Extreme Value Theory in Your Portfolio – Explained

By Hudson Cooper   The traditional 60/40 portfolio is a good example of a portfolio that has been constructed to manage volatility. Because fluctuations in the value of equities and fixed income securities are largely uncorrelated, they are able to offset each other's volatility without sacrificing too much in terms…

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AlphaBytes:  Risk Management in a World of Rising Yields

In our mission to help lead the financial community to embrace cutting-edge technologies and algorithmic approaches, we are thrilled to share with you our debut episode of AlphaBytes, an educational video series.     The purpose of this series is to bring educational content and awareness to the rapidly changing dynamics…

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5 Stages of Autonomy

By Andreas Roell   Last week’s post had the purpose of deciphering the various approaches to trading in the financial markets. It was stimulated by the difficulty that the financial industry community has with classifying the emerging mechanics of algorithmic trading, the category AlphaTrAI is part of.   In the…

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