Level E Research

Level E Research launches alpha and smart beta investment solutions

August 19, 2021

Level E Research, the Edinburgh based leader in artificial intelligence (AI) investment solutions, has launched a series of alpha and smart-beta investment solutions, enabling fund managers to easily access, evaluate and employ non-correlated strategies to enhance their returns and reduce volatility, offering bespoke and systematic diversification to total return, multi-strategy and fund of fund managers.

 

The business, founded by Dr Sonia Schulenburg in 2018, combines machine learning, data science and behavioural economics enabling institutional investors to develop, test and implement smart investment strategies at the highest levels of automation and at significantly lower cost than traditional investment management business models.

 
 Ruaridh Munro (Investment Solutions Analyst at Level E Research) “Portfolio managers running multi-asset funds often look for, yet struggle to identify, unique sources of non-correlated investments to complement their particular risk and volatility profile without detracting from fund performance or liquidity. Constituent strategies part of our range of alpha and smart beta strategies are analysed in detail against client portfolio returns in order to model their existing fund characteristics and identify complementary, but crucially uncorrelated strategies that enhance their returns while maintaining or reducing their risk parameters.
 

Dr Sonia Schulenburg (CEO of Level E Research) “Managers we are speaking to are excited to run these strategies and acknowledge that this would not be possible without our autonomous machine learning expertise and infrastructure consisting of a multi-agent environment with a strict scientific process optimising portfolio objectives in an on-line fashion.

 

We recently moved into production yet another use case utilising a combination of both, alpha and smart beta strategies, which confirms how we are supporting fund managers to easily integrate diversified sources of returns into their investment process aiming to achieve better outcomes, demonstrating the value our machine learning platform brings to investment management.”