Separate signals from noise
Designed in collaboration with leading university researchers, PSIMON™ identifies exploitable anomalies
Our approach to Alpha Signals is designed around some core principles:
a forecast is not helpful if you can’t compute its reliability
Identifying reliable performance anomalies — relative to a benchmark — is the key to generating alpha
Knowing when alpha can not be reliably predicted is as valuable as knowing when it can be.
PSIMON, our advanced machine learning platform, analyzes your investment universe — and your benchmark — identifying anomalies, as they emerge.
PSIMON applies sophisticated scoring of each anomaly, in three dimensions:
Under the hood, PSIMON combines an ensemble of forecasting engines, computing millions of forecasts, comparing & ranking them against your benchmark.