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Principal Protection Analytics

Avoiding drawdowns is essential to grow assets and build clients’ trust.

Industry leading AI factor weights

TRIDENT | AI Combines fundamental and statistical datapoints subjected to rigorous multipoint validation and deployed across state-of-the-art hybrid machine learning & deep learning architecture in order to identify asset volatility precursors.

Changes in top-down macro economics and bottom-up criteria are simultaneously gauged to produce daily asset factor values.

Features

  • double_arrow Daily factor weights (%) relative to included assets

    * SPY & State Street Sector SPDRs with additional names coming soon

  • double_arrow Cumulative factor weight current and historical values
  • double_arrow Historical close price comparison against asset factor weights
  • double_arrow Downloadable CSV file to export values by date range

    * API access available upon subscription

  • double_arrow Continuously evolving AI to further improve upon result
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Benefits

No one understands your clients and their goals better than you, and the success of your firm is directly correlated to meeting those goals.
  • double_arrow Protect AUM during periods of market stress and reassure investors during favorable conditions.
  • double_arrow Advise without narrowing your selection of low-cost passive and indexed products.
  • double_arrow Achieve organic growth through client retention & acquisition.
Leverage market leading data to empower research teams and capitalize on equity markets regardless of economic conditions.
  • double_arrow Unbiased, emotionless, data-driven perspective to help determine risk-on/off behavior.
  • double_arrow Reveal opportunities across sectors and at-large to reduce market risk exposure or deploy strategic hedged positions.
  • double_arrow Augment existing research teams with holistic artificial intelligence data without undue fiscal impact.
Your investment horizon is measured in lifetimes, and you have a plan to reach your objectives. Ensure they are met on schedule with acute, precision course adjustments via TRIDENT | AI during periods of market turmoil.
  • double_arrow Confirm research and allocation decisions with continuous predictive analytics.
  • double_arrow Identify likely corrections in order to take deliberate precautions.
  • double_arrow Avert intervals of heightened volatility without disruption to your long term investment thesis.
Timing is everything. From day-to-day operations to market-share expansion plans, relative industry strengths & weaknesses from TRIDENT | AI can give you a strategic edge over your competition so that you can see the playing field tilt and strike when the time is right.
  • double_arrow Confirm strategic decisions with positive forward-looking data or further refine them under adverse conditions.
  • double_arrow Improve tactical operational efficiencies from procurement & supply chain to budgeting.
  • double_arrow Identify opportunities to diversify holdings and dilute operational risk.
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How are the results?

TRIDENT | AI factor values have provided timely warnings of every major pullback & recovery during a wide spectrum of market conditions since 2000.

At the sector level, TRIDENT | AI users have also gained insight into periods of underperformance, giving them the ability to optimize risk-adjusted outcomes to a degree not previously possible.

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TRIDENT | AI
FAQs

Displayed factor weights are:

  • Relative to all included assets
  • Have an absolute value total of 100%

Below is an example with three securities, and again with the third security removed.

graph

Blue bars represent positive strength values, whereas red bars show negative strength.

The lower graph displays historical model output for the selected asset over a series of chronological dates. When no asset is selected, this display represents the cumulative historical values of all included assets. The cumulative display has an upper and lower value and can be thought of as a sliding 100% range (from +100%:0% to 0%:-100% and anywhere between).

An overlay of the asset’s historical close price is provided for quick reference. When no asset is selected, this becomes a daily mean average of included assets’ closing prices.

TRIDENT | AI factor weights are derived from competing momentum and mean-reversion AI models with a specific focus on volatility precursor identification. Each of these models consider an assortment of datasets, including:

  • Macro economic data.
  • Constituent fundamentals.
    • Individual & sector aggregate fundamentals for single names.
  • Traditional market price & volume data.
  • Proprietary derived datasets.

These are temporal datasets, representing the measurement of a given criteria at a specific point in time. Through seemingly countless iterations, conditions across these criteria occurring concurrently serve to continuously train and enhance TRIDENT | AI models.

A third model completes the TRIDENT | AI suite. This model acts as a de facto arbiter between the competing models, determines the relative importance of individual criteria at each particular time, and ultimately decides the included assets’ factor magnitudes & trajectories.

In practical use, it’s best to think of TRIDENT | AI factor weights similarly to those of smart beta strategies: as a means of enhancing model portfolio construction and raising attention to potentially hazardous exposure arising from individual assets and, in some cases, equities as an entire class.

Suppose two assets have displayed values of +10% and -5%, respectively. This does not necessarily mean TRIDENT | AI expects the first to appreciate by 10% and the later to depreciate by 5%. Rather, this indicates the former having a higher likelihood of upward movement (relative strength), and the latter displaying disproportionate risk, but to a lesser degree.

Although situations allowing for a more tactical use of TRIDENT | AI may occur, the primary focus should be on enhancing risk mitigation/capitalization efforts via focused allocation adjustments without a burdensome disruption to either your mandates or investment thesis.

TRIDENT | AI output values can be used as a proxy for comparable assets. For example, an investor may prefer to utilize the VOO in place of the SPY and could do so without expecting significant discrepancies. However, TRIDENT | AI users should understand that not all assets – even those of comparable holdings – will necessarily offer a one-to-one equivalency.

Output values should not be used as a proxy for small cap or OTC assets.

Use of TRIDENT | AI for “day trading” purposes is generally discouraged.

Your subscription to TRIDENT | AI entitles you to our model output, including all available historical values.

Display values are updated daily prior to US market open on all market (non-holiday) dates.

These may be accessed visually through the TRIDENT | AI portal or downloaded as CSV files either in whole or within a user-defined date range. Data may also be obtained via API access.

Subscribers may use TRIDENT | AI data in and retain the rights of derivative works in accordance with KIEVANOS display policy.
* These may include but are not limited to written and/or metadata reports, model portfolios, and new applications.

*Contact us to learn more.