Mind-blowing results from Transparently.ai! 🤯 We developed a long/short strategy using our AI-driven risk assessment with outstanding performance since July 2021. Strategy Snapshot: 📉 Short: 25 "Highest Risk" US Companies ($2bn+ cap) 📈 Long: S&P 500 Performance Highlights: 🚀 Annualised Return: 46.1% (vs. S&P 500's 10.0%) 💰 Cumulative Return: 255.4% (vs. S&P 500's 35.0%) 📊 Sharpe Ratio: 1.7 (vs. S&P 500's 0.6) This really highlights the potential of sophisticated risk analysis in generating alpha. What are your thoughts? #QuantitativeInvesting #HedgeFund #StockMarket #AIinFinance #FinTech #InvestmentStrategy #SPX #SharpeRatio
Let's play Portfolio Manager for one day, shall we? 😜 We created a long/short strategy, shorting a portfolio of the 25 “highest risk” US-listed companies (of $2bn+ at their last earnings announcement) and going long the S&P 500. The results are 🤯. Since Transparently.ai was live in July 2021 the portfolio delivers: • 46.1% annualised return compared to the S&P 500’s 10.0% • 255.4% cumulative return versus the index’s 35.0% • Sharpe ratio of 1.7 (versus 0.6) The learning: "𝙎𝙮𝙨𝙩𝙚𝙢𝙖𝙩𝙞𝙘𝙖𝙡𝙡𝙮 𝙚𝙡𝙞𝙢𝙞𝙣𝙖𝙩𝙞𝙣𝙜 𝙝𝙞𝙜𝙝-𝙧𝙞𝙨𝙠 𝙘𝙤𝙢𝙥𝙖𝙣𝙞𝙚𝙨 𝙛𝙧𝙤𝙢 𝙖 𝙥𝙤𝙧𝙩𝙛𝙤𝙡𝙞𝙤 𝙘𝙖𝙣 𝙙𝙚𝙡𝙞𝙫𝙚𝙧 𝙨𝙪𝙥𝙚𝙧𝙞𝙤𝙧 𝙧𝙚𝙨𝙪𝙡𝙩𝙨 𝙘𝙤𝙢𝙥𝙖𝙧𝙚𝙙 𝙩𝙤 𝙨𝙚𝙚𝙠𝙞𝙣𝙜 𝙝𝙞𝙜𝙝-𝙥𝙤𝙩𝙚𝙣𝙩𝙞𝙖𝙡 𝙬𝙞𝙣𝙣𝙚𝙧𝙨" Thanks to Alternative Fund Insight for sharing our story!!! Link to the article in the comments What should we test next? Leave your comment 👇 #alpha #hedgefunds #aiforinvestments
