Generating

Alpha

Through AI

We develop differentiated investment
strategies with data and machine learning
to drive higher risk-adjusted returns

New York City

"To predict more effectively, you need algorithms that approach the problem from many different directions. To do that, you need model builders who think creatively and data sets that offer as many different perspectives on a problem as possible. Scale is essential."

Howard Marks

Igor Tulchinsky

WorldQuant

Data to Signal, Signal to Edge

Identify and transform
market data

Unlock powerful insights by combining financial intuition and feature engineering

Data to Signal, Signal to Edge

↓

↓

Uncover actionable
market signals

Extract actionable investment signal through AI/ML technology

↓

→

Convert market signals into edge

Drive investment edge through trading strategies and alternative signal

Contact us to discuss our process

Hear what our partners say

"I think our whole company will benefit significantly from the outputs of this model."

Create Account - Human X Webflow Template

Risk Director

Pension Fund Client

"I was impressed by the way the team approached the issue and kept on chipping away at it with us until a strong model was found that outperformed the index by more than 2x."

Create Account - Human X Webflow Template

Director

NYC Hedge Fund Client

"The AlphaLayer team speaks the same investment management language. This allows them to hit the ground running with our teams."

Create Account - Human X Webflow Template

CTO

Pension Plan Firm

Examples of
‍our work

Factor Timing

The model that generated a new sources of timing value within long-short quant equities

Pairs Trading

Developed trading strategy leveraging ML
with significant capital deployed against it

Credit Rating

The model that predicted 51 of 59 fallen angels in the US and signaled a recovery in US Homebuilders early in COVID

Credit Strategy

Developed long-short credit trading strategy for US hedge fund client with significant real capital outperformance

Macro Risk

The model that predicting Recession Indicators with an accuracy range of 60-66% over a 20-year period

Illiquid Risk Forecasts

Improved reliability of returns estimates for illiquid asset classes to generate more accurate risk forecasts





Latest News

Using Machine Learning to Explain Credit Ratings

Using Machine Learning to Explain Credit Ratings

Forecasting Volatility Using Machine Learning

Forecasting Volatility Using Machine Learning

Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy

Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy