Why is Quantumrock using AI/ ML and what are the specific benefits?
Keeping up with today’s constantly increasing pace of change in financial markets becomes more and more difficult. Asset managers can find their models defunct within months. Quantumrock’s proprietary machine-learning platform understands the frequency of market changes and, with its use of artificial intelligence, has the speed and capacity to industrialize and automate the invention process of trading models. This gives us a continuous flow of new Machine Learning-based investment models with dynamic models adapting to changing markets. The result is an improved statistical significance of the deployed investment models to deliver attractive risk-adjusted returns.
In this video, Quantumrock's Nadine Kohrenke provides a short overview on the firm's Volatility Specail Opportunities Program - VSOP. Quantumrock VSOP consists of 6 major sub-strategies, of which two are equity and treasury autocorrelation strategies and four are primarily trading volatility situatively. The allocation of each sub-strategy is proportional to the prediction’s confidence level and can be a fraction of the total allocation.