Generate investment ideas with AlphaPredictor®

Advanced learning model that forecasts the movements of funds, asset classes, markets and securities across the business cycle


Leading edge, forwards looking macro-economic and asset allocation forecasting tool, AlphaPredictor ensures holding the rights assets at the right time.

3-Month Ahead Ranking (showing forecast horizon dates)

What is AlphaPredictor®?

Provides deep insights into the key drivers of investment asset and fund behaviour, along with important macro sensitivities which may impact performance.

Risk Targeted Multi-Asset Strategy Highlights
Inputs into the AlphaPredictor Macro-economic forecasting model
Identifying the Right Data

Our model focuses on the right data not just ‘big’ data. Macroeconomic variables to identify changing economic conditions and risk factors to help determine what is driving risk and returns.

Mapping Relationships

Our model learns about the evolving relationships between macroeconomic variables, risk factors and asset prices to calculate probabilities and make predictions about the future.

Engineering Performance

Our powerful and flexible portfolio engine can be used to build portfolios that aim to outperform benchmarks, achieve specific objectives and/or reflect ‘house’ views.


Macroeconomic variables are used to identify the state of the economy
- Default spread
- Term spread
- Inflation
- Interest Rate
- Dividend yield
- Sentiment

Risk factors are used to identify risk exposures and the return drivers of investment assets
- Equity beta
- Fixed Income beta
- Credit beta
- Commodity beta
- Property beta

Learning and Forecasting
Portfolio Construction

Features and Benefits

What can you expect?

AlphaPredictor® is a cutting-edge investment technology at the frontier of quantitative investing and based on the academic research of our founders. AlphaPredictor® has the ability to model complex interactions between macro variables, risk factors and security prices, learning and adapting, quickly responding to fast-changing conditions.

The technology has a range of applications from generating forecasts, creating portfolios, understanding fund and security behaviour, generating forward-looking fund ratings and providing detailed attribution and risk reporting.

Forecast return and risk for a range of investable assets

Forecasts the behaviour of funds, asset classes, markets, factors, sectors and securities over different time horizons

Peer Group

Forecasts aggregate characteristics including alpha within a peer group, quantifies managers’ all-weather and time-varying skills, calculates risk factor exposures and measures sensitivities to the economic cycle

fund ratings

Generates forward-looking fund ratings over different time horizons and within and across peer groups

Advanced learning

An adaptive model that captures the complex and evolving relationships between macro variables, risk factors and security prices

Powerful portfolio engine and ability to backtest investment strategies

A powerful optimization engine that allows for the construction of long-only and long-short portfolios with customised investment objectives,

Detailed attribution and risk reporting

Provides deep insights into the key drivers of investment asset and fund behaviour. Captures the alpha potential within user-defined investment universes, portfolios and of individual assets along with important macro sensitivities which may impact performance

AlphaPredictor® Strategy

AlphaPredictor Indices A Risk Targeted Approach to Multi Asset Investing

Multi-asset strategies continue to dominate investor flows in recent years, given their ‘plug and play’ solution to diversification...

Rethinking Asset Allocation

In a financial world where change is the only constant, some of the tried-and-true principles of asset allocation are ripe for reassessment...

‘Quality’ ETF’s have unique sensitivities to the Business Cycle

Since we have heard a lot of talk about investing in ‘quality’ lately from active managers and many rules-based ‘quality’ ETFs have been launched over the last decade as well...


For more information and answers to any questions you may have, please contact us.

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