We build proprietary models that are elegant derivations of persistent market phenomena. Each algorithm we develop to production exhibits significant alpha on its own. We blend non-correlating models to produce portfolios with high "potentiation". Risk is controlled by dynamically allocating between various asset classes in a fully back tested and systematic methodology. All system are researched and developed in-house using state of the art technology to ensure end to end control.
Acanto develops advanced, rules-based models that implement
Machine Learning, AI and Big Data to analyze volatility, market
sentiment, and Risk Parity to dynamically allocate between non-correlated
asset classes in order to maximize risk-adjusted returns in all market environments.
Acanto analyses Macroeconomic and Market Sentiment data sets collected from over 1,500 institutional asset managers on a weekly basis that are interpreted using Artificial Intelligence, neural networks, and other proprietary techniques. This produces forecasted probabilities weighting that predict short term shifts between asset classes.
The All-Market+ portfolio is Acanto LLC’s more conservative multi-asset class investment strategy, incorporating several proprietary algorithmic models, that seeks to materially outperform US Equity markets with less volatility. This strategy dynamically allocates between Equity, Fixed Income and Gold ETFs within a maximum bound range for each asset class to provide superior risk-adjusted returns. Its focus is on minimizing drawdowns while attempting to meet or surpass US Equity returns over medium to long term time periods.
Acanto LLC’s more aggressive “Absolute Return” investment strategy, incorporating several proprietary algorithmic models, that seeks to maximize return while limiting potential drawdowns to approximately -20%. This strategy dynamically allocates between US Growth Equity and 20Year+ Fixed Income ETFs within “Reg.T” margin limits of 2x leverage. Its focus is to maximize return in all market conditions with acceptable levels of volatility and drawdowns.
12 E 49th Street, 11th Floor - New York, NY 10017