"Artificial Intelligence searching for value – Part I"

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by Kevin Endler, Head of quantitative portfolio management, Artificial Intelligence

Part of the European Digital Week, the 5th NextGen Artificial Intelligence (AI) Aware Event took place on November 8. The event offers a leading forum for AI based fund managers, technology providers and professional investors. It is a pleasure to see year-over-year a growing number of AI products. The presented products tackle different asset classes (equities, future derivates, FX, …) as well as different portfolio management tasks (security selection, portfolio construction, overlay management, …). My colleague Dr. Eric Endress and I were among the speakers talking about our first fund that is 100% managed by AI – the ACATIS AI Global Equities. In the 15 minutes presentation Eric and I dived into what worked and what didn’t work out well in the first 2 ½ years since the launch of the UCITS fund. Part of that, the two major changes of the last rebalancing in July 2019 were presented. First, we showcased the new stock selection model, a Graph Neural Network. The model analyzes 4.000 stocks using our fundamental database, e.g. revenues, earnings and cash-flows of companies. Second, we presented a more controlled environment for the AI to act in. That means that the AI is not allowed to take big sector or region bets with respect to our benchmark, the MSCI World Index. We do that because the AI doesn’t get any macroeconomic or political data. The AI has the focus on fundamental analysis according to our company philosophy of value investing.

Link to the Video: https://livestream.watch/aicon/
 

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