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:
1
a forecast is not helpful if you can’t compute its reliability
2
Identifying reliable performance anomalies — relative to a benchmark — is the key to generating alpha
3
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:
Strength.
Consistency.
Predictive Reliability.
Under the hood, PSIMON combines an ensemble of forecasting engines, computing millions of forecasts, comparing & ranking them against your benchmark.
Predict your asset's next move
We realized early-on that every asset and every benchmark responds differently to different markets environments. Machine-learning solutions that (i) generalize across assets & environments, or (ii) rely on a single forecasting approach won’t adapt quickly or accurately enough to navigate a shifting landscape.
PSIMON’s ensemble engine is different, generating and ranking millions of raw forecasts, drawing on those best adapted to your specific assets, in the current market environment. It recognizes market shifts — when today’s market isn’t like yesterday’s — and adapts quickly & decisively.
Validated model testing, at scale
Rigorous testing is at the heart of our ensemble approach to forecasting: by analyzing millions of forecasts, under varying market conditions, PSIMON is able to quickly identify anomalies, evaluate their strength and reliability.
Trained on data spanning major market crashes and financial shocks, we have used some of the strictest, proprietary stress‑testing techniques to ensure PSIMON can perform under pressure, including extreme corner cases, both slow and sudden. Moreover, we are continually introducing new test vectors, ensuring PSIMON grows more robust with each passing month.
