Using Machine Learning to Provide Custom Portfolio Analysis

11.8% – The difference between the most and least effective momentum buying style at T+12m is 11.8% (based on an Inalytics sample portfolio). This provides an opportunity to hone the investment process.

Download the full white paper or get in contact with us to understand the insight clients are yielding from Inalytics’ work with machine learning. We’ll be expanding our analysis and usage of machine learning for clients to help them meet their investment objectives.

Observations from 100 million investment decisions

Inalytics have made observations from a large set of data. Through analysing over 100 million investment decisions we have made several key observations on how investors behave and generate alpha.

Download the full research article to learn more about how we go about identifying investment skill or contact us to learn more about how we analyse portfolios and decision making to improve the investment process and help select skilful portfolio managers.

Does investment skill exist?

Does investment skill exist? If so, what is investment skill? Traditionally, market participants and commentators have hunted for evidence of investment skill in industry wide databases of track records. This flawed approach has proved inconclusive and cast further doubt.

Inalytics uses analytic tools to examine and interrogate transaction data to help determine whether alpha has been generated through luck or skill. We use sophisticated tools and methods in much the same way as elite athletes use them to examine and improve performance.

We started by using Inalytics Peer Group Database of some 389 equity portfolios, part of a broader database that has been built up over the last 8 years and comprises over 100 million institutional investor decisions.

In our latest research paper we look to understand investment skill by analysing the investment process, decision making and strategy alongside performance, at the same time avoiding reliance on historic track records.

Download the full study to learn more about how we go about identifying investment skill or contact us to learn more about how we analyse portfolios and decision making to improve the investment process and help select skilful portfolio managers.

Investors’ reaction to the Gulf of Mexico oil spill

On 20th April 2010 an explosion sank the Deepwater Horizon platform and caused oil to flow into the Gulf. On 15th July a temporary seal was completed, followed by the fitting of the permanent cap on 19th September. Eleven people died in the disaster and 3.2 million barrels of oil leaked into the Gulf. This research shows how difficult it is to remain calm and rational when share prices are moving dramatically, and the level of noise is deafening.

Download the full event study to learn more about how we go about identifying investment skill or contact us to learn more about how we analyse portfolios and decision making to improve the investment process and help select skilful portfolio managers.