Within a complex environment where humans cope with contradictory signals, it is crucial to identify relevant variables to rationalize investment decision.
Ai for Alpha has designed Artificial Intelligence solutions to help professionals build resilient portfolio allocations and understand key drivers of financial regimes.
Our proprietary approach “Explainable Ai 360” enables professionals to spot key market drivers and make unbiased investment decisions.
This process results in a dynamic asset allocation that adapts in real time to changing market conditions.
We provide daily allocation signals on equity indices and multi-asset portfolios. We use the latest explainable Ai techniques to highlight the key drivers of allocation decisions.
All signals are transparent and can be explained by our AI 360 explainable approach.
| Today | Market regime | |
|---|---|---|
| French Equities | 3% | |
| EU Equities | 4% | |
| UK Equities | 3% | |
| US Tech Equities | 10% | |
| Japan Equities | 3% | |
| China Equities | 3% | |
| US Large Cap Equities | 13% | |
| Brent | 31% | |
| Gold | 21% | |
| US 10-Year Bond | 5% | |
| EUR 10-Year Bond | 4% | |
| Total | 100% |
Our tailored technology-based solutions adapt to the specific clients’ constraints. We leverage our technology to co-develop custom-made solutions with investment professionals based on their expertise in specific asset classes. Selection of factors can be adapted with the client to fit his management style.
Our offer then combines the business know-how brought by the customer and the scientific expertise of Ai For Alpha.
We stack a supervised learning approach based on Gradient Boosting Decision Trees with deep reinforcement learning. We leverage our expertise in interpretable machine learning techniques.
Eric Benhamou has worked at Goldman Sachs and Natixis, as the head of quants. He founded a start-up supplying financial derivatives independent valuation that was purchased by Thomson Reuters.
Eric Benhamou is ranked in the top 0.01% of researches on SSRN, the open Social Science Research Network, with a world wide ranking of 60 over 500 000 researchers. Eric published over 60 articles.
He is a Polytechnique, ENSAE and London School of Economics Alumni and obtained two PhDs one in Economics and one in Mathematics and a master in AI from Dauphine and ENS Ulm.
Jean-Jacques has twenty plus years of experience in asset management. He started his career as a quantitative investment engineer. He then founded a fintech company called Riskelia. He served as the CIO of Homa Capital and created several quantitative funds.
Jean-Jacques received the Lipper Award in 2019 for the best Managed Futures Fund over three years. He is a regular Financial TV broadcast Speaker.
Jean-Jacques is a CentraleSupélec Engineer School Alumni and is a CFA Charterholder.
David is finalizing a PhD in Reinforcement Learning within the machine learning laboratory specialised in signals and images (CNRS/LISIC). He was previously a consultant in actuarial sciences at Prim’Act and data scientist at the Institut Louis Bachelier Datalab.
David will be coheading with Eric Benhamou the Deep Reinforcement Learning course in the IASD Master programme in artificial intelligence in partnership between Dauphine, Ecole Normale Ulm and Mines Paristech.
David graduated from Dauphine University. He holds two masters degree in Actuarial Finance and Artificial Intelligence.
