• We research and develop investment strategies that are rigorously back tested and proven over time to achieve our client’s goals of downside protection with upside capture.
• We use institutional investment methods including Risk Parity and Momentum to allow client portfolios to adjust to changing market conditions and asset classes.
• Each strategy algorithm we develop is “robust” and exhibits significant “Alpha” on its own.
•We then blend non-correlating strategies to produce portfolios with high “potentiation” based on client risk capacity and preference.
•All systems are researched and developed in-house using state of the art technology to ensure end to end control of all strategies.
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 Fundamental, 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 predicts short term shifts between asset classes. Many of our models use Risk Parity to shift assets on either a weekly or monthly basis.
12 E 49th Street, New York, NY 10017