A systematic, quantitative approach to equity selection combining cutting-edge machine learning with battle-tested factor models.
Data. Models. Execution.
We ingest and normalize data from 50+ sources including fundamental metrics, price action, options flow, earnings transcripts, and alternative data feeds.
We employ a proprietary ensemble of 142 quantitative strategies, each targeting different risk premia and market regimes.
Top-ranked stocks are assembled into a diversified portfolio optimized for risk-adjusted returns using modern portfolio theory.
Each category contains dozens of refined signals optimized through rigorous statistical testing.
P/E, P/B, EV/EBITDA, FCF Yield, and proprietary valuation ratios adjusted for sector-specific nuances.
Price momentum, earnings momentum, analyst revisions, and trend strength across multiple timeframes.
ROE, profit margins, asset turnover, accruals, and balance sheet strength to identify sustainable businesses.
Low volatility premium, downside protection metrics, beta, skewness, and tail risk indicators.
Web scraping, social media sentiment, credit card data, job postings, and satellite imagery for forward-looking insights.
From data ingestion to signal delivery—our automated pipeline runs 24/7.
Sunday night: Ingest latest market data
Run 142 strategies on 5,000+ stocks
Aggregate scores, apply risk controls
Monday 7am: Top 10 in your inbox
Explore our historical performance and current top picks.