SERVICES
This business unit aims at comprehending the different financial domains through the powerful Artificial Intelligence’s data understanding and analysis metrics for the creation of summary indicators and indications to support the decision-making process in wealth management’s context. In many cases, this support can also be expressed through indications of a forecasting nature. The activity is constantly evolving to identify new databases directly or inversely correlated to the quantities analyzed and new indicators or indications. These results are achieved by ATS Relab, which provides a service, thanks to its expertise in consulting, of realizations of indications and indicators requested directly by the customer or developed with them on specific analysis needs for decision support.
Summary indicators creation concerns contexts such as the understanding of the seasonality or the cyclical nature of the quantities analyzed, as well as indicators of risk/yield volatility and studies for the determination of sentiment. On the other hand, precise information and indications are provided on topics such as affinity propagation or benchmark and NAVs generation. Trend and pricing evaluations for the underlying assets as well as related to portfolio rebalancing on metrics of a fundamental nature. Portfolio weights are determined through the competition of Artificial Intelligence models up to the accurate generation of model portfolios on a global and regional scale. In particular:
Financial Market Indicators
The system provides a set of proprietary indicators and existing indicators for daily, weekly, monthly and real-time forecast level to support decision-making on the financial markets.
Trend Financial Instruments Indication
The system can provide a forecast indication of their direction for each financial asset and each financial instrument. The provided signals can be daily, weekly, monthly, and in real-time to support financial markets’ decision-making.
Value Financial Instruments Indication
The system can provide each financial asset and each financial instrument precise forecast indication of their price (ohlcv). The provided signal can be daily, weekly, monthly, and in real-time to support financial markets’ decision-making.
Seasonality Indicators
The system provides the possibility to calculate its seasonal behavior for any financial quantity (prices, fundamental data, macroeconomic data). We carried out an analysis with a forecast time horizon that can cover the span of 52 weeks. The provided indication can be weekly to support decision-making on the financial markets.
Sentiment Indicator
The system provides a set of sentiment indicators derived from external databases that are not structured but can be related to specific financial assets to derive information and relationships between these indicators and the related financial instruments. The provided indications are daily to support the financial markets’ decision-making.
Affinity Propagation Indication
The system provides a set of information on the financial instruments’ collective behavior in terms of the affinity for the propagation of events between financial instruments. The provided indications are in the form of a report and cluster. It can be calculated daily, weekly, monthly, and in real-time to support financial markets’ decision-making.
Benchmark/NAV Generator
The system provides a set of market benchmarks with forecast value by analyzing the assets’ behavior and market instruments that constitute it. The provided indications are in the form of a punctual value. it can be calculated daily, weekly, monthly, and in real-time to support financial markets’ decision-making.
Volatility – Risk Yield Indicators
The system provides a set of forecast volatility indicators for each financial instrument at a seasonal level. It identifies the crossing points where the instruments acquire or lose risk coefficient about their return coefficients. The analysis is carried out with a forecast time horizon that can cover a span of 52 weeks. The indication is provided weekly to support decision-making on the financial markets.
Fundamental Portfolios Generator
The system generates forecast model portfolios (generally with weekly forecast frequency), determining the weights and the presence or absence of the financial assets that compose them, analyzing their fundamental components forecasts.
Multi-competition Portfolio Generator
The system generates forecast model portfolios (generally with weekly forecast frequency) determining the weights and the presence or absence of the financial assets that compose them by forecasting the fundamental and technical components of the same and processing the weights by comparing the results of multiple Artificial Intelligence models.
Mondial and Regional Portfolios Generator
The system generates forecast model portfolios (generally with weekly forecast frequency), determining the weights and the presence or absence of the financial assets that compose them. The portfolios provided are in the local currency for each market analyzed, portfolios can be generated in a specific currency, neutralizing the exchange risk.
