New technologies have entered the financial industry for good. Of course, we are not the only fund that uses artificial intelligence in investment. At present, however, there are very few such organizations. 

How does it work?

To predict valuations of financial instruments, we use:

• improved methods that won the M4 competition
• methods which were created later (N-beats, Temporal Fusion Transformer and others). 

For investment portfolio optimization we use two methods: Monte Carlo Tree Search with Neural Networks (developed on Alpha Zero by DeepMind) and Hierarchical Risk Parity developed on the work of Marcus de Prado.

Why it makes a difference?

New technologies can process more data in less time. Artificial intelligence picks up patterns and regularities that the human mind can’t perceive. It enables us to make more thoughtful, fact-based decisions.