AlphaLayer

In this article, we explore a couple of ways clustering can be used within the investment management process. This includes building a trading strategy comprised of a mix of securities from various sectors such as Technology, Healthcare, Communication Services, and Consumer Discretionary that have commonalities not easily found by traditional sector groupings. https://lnkd.in/g9TTT5HG

Amazon is classified as part of the Consumer Discretionary sector but many of us would think of them as more of a Technology or Logistics firm. How companies are classified can have a big impact on how their risk is modeled, how they are compared to other stocks, and how they are included in portfolios. In our latest piece, we look at leveraging AI clustering techniques to better understand how companies can be grouped compared to traditional static industry groupings. https://lnkd.in/g9TTT5HG

"As long as you’re aggressively pursuing a problem that people care about, you’re going to find some success," said Chad Langager, CEO of AlphaLayer. As promised, here's the full Q&A-style conversation with Chad about his journey to becoming a founder, the company's long-term vision, and his insights on a common misconception about AI in the investment industry. Check it out here: https://bit.ly/49MZwEi #artificialintelligence #machinelearning #investment #financial #markets

🤖 Using Machine Learning to Explain Credit Ratings 🤖 This article aims to set up a simple model that illustrates how an ML model, coupled with standards approaches to model “explainability,” can be employed to illustrate the broad impacts different variables can have on influencing a given firm’s credit rating. https://lnkd.in/gMEc3N98

Meet Chad Langager, CEO of AlphaLayer, the first Venture to emerge from the AltaML Venture Studio. Over the next few months, we'll introduce you to each of the Founders in the Studio, offering an inside look at their entrepreneurial journey and the resilience required to build a startup. Stay tuned for an in-depth interview this Thursday, where you'll learn more about Chad and the cutting-edge technology AlphaLayer is developing for the financial sector, leveraging AI and machine learning. In the meantime, check out this teaser video ⬇️ #ventures #venturestudio #artificialintelligence #investmentstrategies #machinelearning

Forecasting Volatility Using Machine Learning We compare traditional models to a machine learning model for predicting the volatility of equities. https://lnkd.in/gxhUvSbk

How can you leverage machine learning to drive better returns within equity strategies? In our latest article, we highlight how we implemented a machine learning model on a common equity strategy to increase performance. https://lnkd.in/ddE6ZAVF

How can you leverage machine learning to drive better returns within equity strategies? In our latest article, we highlight how we implemented a machine learning model on a common equity strategy to increase performance. https://lnkd.in/ddE6ZAVF

🚀 Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy 🚀 We recently completed work on a dividend yield strategy that aims to drive additional performance through smarter factor exposures and a machine learning model. In this article, we provide an overview of our research process and techniques used in developing the strategy. https://lnkd.in/ddE6ZAVF

How do we better understand the sensitivity of individual securities to the market over time and through varying regimes? We take a look at one statistical technique, Gaussian Mixture Models, which illustrates in one example, that during periods of market turmoil, one company's market beta increases from near zero to 0.621. These types of swings in beta can have significant impacts on strategy performance and hedging practices. https://lnkd.in/g3SESCp9