PEGASSETS

ENSEMBLE ACTIVE MANAGEMENT

Ensemble Active Management reflects the intersection of proven Artificial Intelligence technologies (primarily “Ensemble Methods”) and traditional Active Management

LATEST NEWS

10/03/2019 CFA INSTITUTE ARTICLE

THE ACTIVE MANAGER PARADOX: HIGH-CONVICTION OVERWEIGHT POSITIONS

 

01/14/2019 CFA INSTITUTE ARTICLE - UNDERSTANDING EAM

 

11/02/2018 ETF ADVISOR - IS THIS THE ETF INDUSTRY'S NEXT BIG BREAKTHROUGH?

09/27/2018 INSTITUTIONAL INVESTOR - IS THIS THE SILVER BULLET THAT WILL SAVE ACTIVE MANAGEMENT

09/05/2018 BUSINESS WIRE - NEW TAKE ON AN OLD DEBATE

 

 

ENSEMBLE ACTIVE MANAGEMENT

THE NEXT EVOLUTION IN INVESTMENT MANAGEMENT

EXECUTIVE SUMMARY

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PEGASSETS OVERVIEW

Delivering Ensemble Active Management (EAM) - based solutions to the investment management industry.

Introducing: Pegassets' EAM- Powered Smart-Beta solutions

Ensemble Active Management (EAM) reflects the intersection of proven machine learning technologies that are applied to active asset management portfolios (using 'Ensemble Methods') and traditional Active Management investment decisions. Ensemble Methods is a time-tested, multiple-expert system designed to improve the accuracy of single expert predictive algorithms or predictive engines. Or to put it another way...Ensemble Active Management can be thought of as the mathematical search for many second opinions as applied to selecting stocks for an investment portfolio.

EAM powered portfolios can target a standard benchmark or they can go one step further and be filtered against another target portfolio such as an existing smart beta fund. 

Introducing: Pegassets' EAM Powered Smart-Beta Solutions

These breakthrough products are the culmination of months of research and testing conducted in partnership with Turing Technology. They deploy the next generation performance improvements of EAM Portfolios, enabled by AI/Machine Learning technologies, to create an 'Ensemble Active' version of virtually any existing smart beta ETF. 

The result is a dynamic portfolio (or index) of approximately 50 securities,

where the securities are 

1) a subset of the actual securities in the targeted ETF, and

2) represent those securities best-positioned to outperform based upon multi-expert, EAM-enhanced selection process.

 

The EAM-Powered Smart Beta portfolios are updated every two or four weeks, based on the manager's guidance, and can therefore be delivered as fully disclosed active ETFs or as passive ETFs. Pegassets currently has five EAM-Powered Smart Beta portfolios in production.