Features

Quantfolio provide a robo advisor engine consisting of 3 main components, a Core AI, Portfolio AI and Macro AI which connect to the front end and back end of banking infrastructure through flexible cloud based APIs.

By implementing our engine, banks and wealth managers can transform their offering to become an intelligent robo advisory combining automation with cutting edge investment strategies.

Learn more

RESEARCH BASED

Multi factor based investment research

  • Aggregated research from more than 1000 sources (Papers, Industry Reports, Books etc.)
  • Using proven methods from peer reviewed research
  • Multi disciplinary team with background from quantitative finance, AI research and cloud technologies
  • Machine Learning

PORTFOLIO AI

Automatic optimized portfolios for each client at regular intervals
Asset Classes
  • Benchmarks and/or Synthetic Benchmarks
  • Defined universes with ETFs/Funds pr asset class
Strategy mapping
  • Custom strategy pr asset class (ie bond algo, EM algo)
  • Advanced algorithms ranks all instruments monthly – using Core AI
PORTFOLIO SIMULATOR
  • Construct personal portfolio using client risk profile, risk matrix and instrument selection
  • Backtesting and future monte carlo simulation
optional Asset Classes
  • Theme based investments – client selectable
Risk matrix
  • Risk profile attributes (ie horizon and risk tolerance)
  • Portfolio algos (ie Markowitz, Risk Parity or AI)
  • Objective based saving goals
  • Using Macro AI for tactical allocation
Portfolio migrator
  • Analyze current holdings and compare with optimal portfolio
  • Advise what to keep and sell

CORE AI

A selection engine that can simulate any trading strategy using advanced factor based investing

CLOUD API

  • Auto-scalable Azure backend
  • Secure API gateway
  • Optimized for fast response time (< 1 second)
  • Web API
  • Full auditing / compliance
  • No sensitive client data
ENDPOINTS
  • Portfolio Advisor
  • Portfolio Migration Advisor
  • Fund Ranking

MACRO ADVISORY AI

Tactical Asset Allocation using Machine Learning
RECESSION PROBABILITY

Machine Learning using macro economic indicators to predict recession probability in USA and Norway.

REGIME DETECTION

Machine Learning using propeitary technical analysis and macro economic indicators to classify equity markets into long term market regimes.

FX FORECASTING

Machine Learning using forward rates and analyst consensus data to forecast direction of currency pairs.

ENTERPRISE ARCHITECTURE

CUSTOMER PORTAL

Insights into the AIs decision making
  • Universe Management for clients
  • Factor Sweep Reports
  • Monthly Fund Rankings
  • Strategies Monitoring (daily P&L)
  • Technical Documentation
  • Sample code for frontends