Activist Alpha -- Introducing the New Gamma Curve

Mission: We engineer and manage FinTech, WealthTech and RiskTech Algorithms for:

- systematically augmenting the emotional intelligence of our network of investment professionals for:

- building trust in their decision-making, so they can:

(1) be first to show up and profit-at-scale ( with measured risk and over 95 percent accuracy ) from disruptive regime changes in market sentiment bias, impacted by subtle and extreme variations in market micro-structure, global capital migration patterns, and emerging mega trends;

(2) exponentially extend the shelf-life of alternative sentiment data sources with limited history;

(3) gain an unfair advantage in discerning which investment products and funds will be the leading beneficiaries of the sectors and industry categories that make up the broad market benchmarks domestically and internationally;

(4) precisely identify special situations in market sentiment state, that enable us to lock in on high-conviction alpha zones -- intra-day and long-term windows of unusual opportunity and risk -- telling us when:

(a) all the ( bad news / good news ) has or will be discounted in the current valuation and forward asset price;

(b) sentiment bias of millions of interacting market players are mathematically synchronized in just the right arrangement for amplifying or attenuating the price and volatility impact of market-moving events; and

(c) sentiment will be rising or falling faster than earnings; and asset price multiples will be compressing or expanding for persistent intervals within the contemplated investment holding period.

This is important because no ( market crashes or market melt-ups ) have ever occurred when the forward sentiment structure is ( rising or falling ) faster than earnings.

We make money by systematically and deliberately initiating large-scale contrarian positions at these points of maximum ( pessimism / optimism ) -- when everyone else is capitulating at panic ( lows / highs ).

(4) Shrink the Gap between individual investor returns and reported fund manager performance by delivering unfolding sentiment insights into key performance metrics, that keeps the investor in constant contact with how we generated and exploited the prediction that yielded extraordinary alpha.

To this end, Running Alpha:

- develops and deploys Quantum AI-powered decision-making and visualization software that employs:

an entirely new class of financial mathematics -- scientifically capturing the non-linearity of broad-scale forward supply and demand curve dynamics of market sentiment perceptions.

- this curve goes beyond producing passive alpha -- by generating Gamma - we call this the Gamma Curve --

-- a new source of activist alpha that enables the capital allocator to actively participate in reshaping, enhancing, and expanding the range of future alternative outcomes by:

forecasting the likely consequences of their actions and anonymously re-directing the future flow of sentiment perceptions without our competitors even knowing about it.

Overcoming the limits of classical computing capacity, generation of gamma is now made possible for the first time by simulating the complex interaction of human and machine perceptions that drive forward price formation -- even before the decision-making investor audience acts on their intentions in the order book.

How?

-- by combining in just the right proportions the principles of poly-scale fractal analysis -- non-linear network math, fractional and differential perception calculus, quantum gauge symmetry, and unsupervised machine intelligence for:

- tapping into the underlying mechanics of how people behave in emergency situations during periods of extreme uncertainty and unusual volatility.

Our Sentiment Factor inputs are precision-engineered to virtually eliminate the risk of sensitivity to data capture errors.

Our predictive intelligence engine is designed to not only passively see what's out there across all time-horizons simultaneously, but can render a high-definition visualization of what our investment alternatives can be, given our unique activist interactions with the market's sentiment feedback reactions.

For this reason, the Running Alpha investment valuation framework can not only tell you where your investments are headed, but changes the way you can show up and make a difference each trading day.

To learn more about how you can start impacting and navigating your own Gamma Curve -- connect with Running Alpha at [email protected], and discover your alpha zone today.

About The Founder:

Founded by Efrem Hoffman, Running Alpha Investments Inc., a Finding Alpha Finalist in the 2016 Benzinga Fintech Awards in New York City, is a Toronto based Financial Market Decision-Support & Prediction Analytics Think-Tank that was born out of the need for finding smart cuts to optimization & forecasting problems that are currently intractable using classical computing models.

To look ahead whole chunks of the decision optimization space at once, instead of incrementally searching for the next best steps, we built a new class of artificial war-gaming intelligence that harnesses the way nature uses quantum computing principles & mathematical gauge symmetries for hunting down & preserving the "survival of the fittest" strategies.

Recasting Systemic Human-Machine biases as a Crowd Physics & Networking Math problem is his sandbox.

Exploiting inefficiencies surrounding games of play in financial decision-making and their attendant capital flows in world financial markets is his passion.

Leveraging these unique capabilities for "Profiting From How Large Crowds of People Behave in Emergency Situations" is his mission, and now a reality.

The Analytics Research Framework is pre-installed with mechanisms for:

(i) rendering a more realistic picture of crowd dynamics, particularly how decisions made by mobs of people & machines, not only LOCALLY clustered together in time & price, can give rise to crisis situations ( market crashes & panic short covering ); but also

(ii) tracking and remembering subtle NON-LOCAL, long-range interaction effects -- cooperative & competitive -- among financial agents and the boundary conditions imposed by liquidity constraints & portfolio restrictions.

Harnessing this new category of decision-making, while exploiting market uncertainty for competitive advantage, we are:

(i) unlocking value and extending the shelf-life of alternative data sets; and

(ii) accelerating knowledge discovery under conditions of extreme uncertainty.