Quantixa Sigma

Aetixa

Gathered the best data scientists in the world

build machine learning models on the highest quality stock market data. The result is a next-generation hedge fund which is outperforming market neutral indexes and traditional quant funds.

Summary

Strategy

Short Selling + Hedging + Dynamics Asset Allocation

+

Technology

Algorithmic Trading + HFT + Machine Learning

=

AETIXA Sigma

Step 1

Regularized Data

Numerai researches and combines a large number of data sources together and transforms the data into regularized features and targets to create a pure dataset for Numerai’s data science community.

Step 2

Modeling

Datasets are made available to our community of thousands of data scientists who compete to create the best predictive models in our data science tournament.

Step 3

Stakes

Data scientists stake their best models with our cryptocurrency, NMR. Good models are rewarded with more NMR. Bad models have their stakes burned.

Step 4

Weighted Meta Model Signal

Numerai creates the Stake-Weighted Meta Model by combining the latest predictions from the tournaments and outputs a signal for each stock in our investable universe.

Step 5

Portfolio Construction

Convex optimization turns Meta Model signal into a portfolio by constraining risk factors such as country, sector and market risk.

Step 6

Portfolio Returns

Numeral‘s returns are uncorrelated with the market and uncorrelated with traditional quant funds creating a differentiated and diversifying asset for institutional allocators.