Active Asset Allocation is a FinTech with proven track-record and recognised expertise that designs, with the help of Artificial Intelligence engines, bespoke investment solutions based on a proprietary risk management methodology and delivers them through an integrated digital platform. AAA offers many different services, supported by extensive research and a team of 21 experts:
The digital platform features different groups of modules for different users:
The modules and sub-modules can be used independently or together. For instance it is possible to offer an asset manager the possibility to construct investment solutions, follow them on the platform, input its market views on a regular basis, work with independent financial advisors that on-board their clients, create life projects, simulate the possible outcomes of those projects with the different investment solutions and propose an individualised allocation to each client and project that it is line with the investment solution monitored by the asset manager. The platform monitors all investments, performs automatic rebalancing and produces reports for institutional investors, advisors and end clients.
We believe that too many crucial but uninformed investment decisions are made, which translates into the following challenges for us to address:
We design bespoke investment strategies based on a proprietary risk management methodology and artificial intelligence and deliver them through an integrated digital platform built internally and with APIs.
About our asset allocation algorithms We have developed a proprietary dynamic asset allocation methodology that combines (instead of opposing) three different risk management approaches: diversification, hedging and portfolio insurance. It takes the form of multiple, embedded TIPP models that are calibrated in a stochastic world, over thousands of possible market evolutions. The parameters of the goal-based optimisation are determined using a genetic algorithm.The main advantages of this approach are:to put the client objective at the heart of every single investment decisionto transform risk management into a new source of performance for the portfolio
About our Global Risk Indicator (GRI)
To mitigate the trend following behaviour of our models and indicate exit and entry points for the equity market, we have developed an advanced equity market crash indicator. It takes into consideration macroeconomic, sentiment and risk indicators that have a predictive power in market stress. The weights allocated to each of these indicators are determined using an efficient multivariate robust model based on machine learning and classification. We are currently working on introducing a semantic analysis of social media to further enhance its predictive power.
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