Managed Futures Fund utilises Gradient Systems' AI decision engine software in investment decision-making process. Unique combination of probabilistic modelling and machine learning allows fund to achieve positive absolute returns in a variety of market conditions.
The wealth management services are provided by Mandatum Life Insurance Company Limited and its representative companies Mandatum Asset Management Ltd and Mandatum Life Services Ltd. The wealth management agreement is unit-linked insurance offered by Mandatum Life Insurance Company Limited.
An investment fund that combines human market expertise with probabilistic modelling and reinforcement learning to forecast trends in the financial markets.
Comprehensive diversification: multiple asset classes, including equities, fixed income and FX.
Annualized volatility target is 15% to achieve moderate risk/return profile.
Unlike traditional quant funds that rely on static modelling and historical data sets, the Managed Futures Fund uses Gradient Systems’ AI engine to continually update forecasts, ensuring the Portfolio Manager’s investment decisions are informed by analysis of readily available data.
In extensive testing, the Gradient Systems engine has a very competitive performance, showing an ability to benefit from mid- and long-term predictions, even in conditions of significant market volatility. Gradient Systems’s engine can be customised to deploy a range of systematic strategies across multiple asset classes, including equities, fixed income and FX.