AlphaLayer

Working with institutional investors looking for unique market signals to help them deliver better risk-adjusted returns to clients.

[EdmontonGlobal @EdmontonGlobal]

Yesterday, we hosted a panel on the integration of AI into the business practices of three Edmonton region leaders, @AshlynBernier, @clangager, and @ColeRosentreter.
Thank you to our panelists for joining and all of the attendees for making it a success! #UpperBound2024 🌟

[EdmontonGlobal @EdmontonGlobal]

Find us in Salon 6 at 3:45 pm for a discussion on AI adoption in the workplace, featuring Ashlyn Bernier (@samdeskofficial), Chad Langager (@AlphaLayerAI), Cole Rosentreter, (@iPegasusImagery) and moderated by Brent Jensen (Edmonton Global) #UpperBound2024

[AltaML @altaml_com]

Meet @clangager, CEO of @AlphaLayerAI, the first Venture to come out of the AltaML Venture Studio. Stay tuned for an in-depth interview coming this Thursday to learn more about Chad and the innovative technology the team is developing. For now, enjoy this teaser 🎥 #AI #ML

[AlphaLayer @AlphaLayerAI]

🚀 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.

https://t.co/FkYeHga6H2

[AlphaLayer @AlphaLayerAI]

Rebalance timing luck is where a factor portfolio exhibits deviations in performance arbitrary rebalance dates.

This arises when the turnover of your factor signals is more frequent than the rebalance period of the aggregate factor portfolio.

https://t.co/WOoVDDjiF0

[AlphaLayer @AlphaLayerAI]

The Fundamental Law of Active Management is a core component of our thinking in the strategies we develop.

We look at where we have skill, how it can be increased, and how it can be spread across a large number of bets.

https://t.co/qZnLCuSOTV

[AlphaLayer @AlphaLayerAI]

Purchased for $285M in 2001, Cuban received an 11% CAGR on his investment while the S&P 500 generated a CAGR of 5% over the same period

To have delivered the same CAGR, the S&P would have to be trading at 17,500 today (vs. 4,564)

Sports teams have been an incredible asset class

[Shams Charania @ShamsCharania]

Sources: Mark Cuban is selling a majority stake of the Dallas Mavericks to Miriam Adelson and casino tycoon Adelson family for valuation in range of $3.5 billion. In one of most unique setups in NBA history, Cuban keeps shares in team and full control of basketball operations.

[AlphaLayer @AlphaLayerAI]

Leveraging regime models to boost strategy performance

We look at how machine learning can be used to identify regimes and boost performance to strategies through improved regime-based allocations

https://t.co/7Tp48Fscye

[AlphaLayer @AlphaLayerAI]

How leveraging a market-neutralization optimization led to a nearly 50% reduction in the rolling 6-month market correlation without having to massively shift your positioning

https://t.co/itLkaP2tfv

[AlphaLayer @AlphaLayerAI]

Steps to Market Neutrality

We explore issues with cash-neutral optimizations and propose an optimization strategy as a partial solution to increase the market neutrality of an actively managed strategy

https://t.co/itLkaP3153

[AlphaLayer @AlphaLayerAI]

We think about this a lot... the idea of "grinding out anomalies"

[Finding Compounders @F_Compounders]

Jim Simmons on the Efficient Market Theory

[AlphaLayer @AlphaLayerAI]

"The new discipline of “causal factor investing” will be characterized by the adaptation and adoption of tools from causal discovery and do-calculus to the study of the risk characteristics that are responsible for differences in asset returns."

https://t.co/3sl26ixBEc

[AltaML @altaml_com]

AltaML has been named one of the top FinTech companies leveraging #AI by @Fintech_Global. The #AIFinTech100 ranking highlights the world's most innovative companies developing technologies to revolutionize the financial services industry: https://t.co/EkTr9iyTT9 #Innovation

[AltaML @altaml_com]

Ever wondered about the origin story of how AlphaLayer the #YEG-based venture and trailblazer in the investment management space, came to be? Learn all about them and their plans to deliver "even greater value," in this article: https://t.co/n5Yyy99osC
@clangager @craighaney

[FI @FI_Quebec]

La gestion systématique, une plus-value dans la construction d’un portefeuille? @Canada_Vie @Systematica_Inv @CFAMontreal @AlphaLayerAI https://t.co/WevtJLIYLO

[AltaML @altaml_com]

Pension plan sponsors are embracing technology for investment & risk management, supporting their fiduciary duties. Asset allocation models & real-time performance monitoring are key tools. Learn more in this article with @clangager, CEO of AlphaLayer: https://t.co/M2jzYc7HB7

[AltaML @altaml_com]

"I felt, if I shared everything, I risked losing even more independence and my ability to live my life." -@NicoleLJanssen, co-CEO, AltaML.
Today, on #PurpleDay2023, we encourage you to learn about Nicole's journey with epilepsy in this @UCalgary feature: https://t.co/BHZCi4AFqR

[AltaML @altaml_com]

That's a wrap on the 2022 @CollisionHQ Conference! We loved connecting with brilliant speakers and entrepreneurs to support innovation, build networks and show our swagger (with our friends @AlphaLayerAI, no less!). Thanks for having us, #YYZ—can't wait for 2023! #CollisionConf

[AlphaLayer @AlphaLayerAI]

It's Booth Day at @CollisionHQ for @AlphaLayerAI!!

Come check us out at G1112 to get a demo of our factor based portfolio optimization platform.

#collisionconf #Collision2022

[AlphaLayer @AlphaLayerAI]

Our very own Head of Product @HafizKanji representing us on center stage at the opening ceremonies of @CollisionHQ!!!