The vision for ClearInvest was seeded in 2016 with the idea to automate fundamental investment research and portfolio management using traditional mathematical and statistical models in addition to artificial intelligence and machine learning algorithms.
This isn't to develop trading algorithms chasing nanoseconds, but rather, to combine new technologies with traditional financial theory to streamline the investment and portfolio mananagement process. ClearInvest's mission is to provide a Time and Scale Edge to all market participants.
The models created by ClearInvest focuses on:
Have you wanted to find out which companies in the Nasdaq Composite has the fasting growing operating income or free cash flow within the past 3 years? Or which company in Russell 2000 has the highest CAPEX investment:revenue ratio in its peer group?
Remove time as a bottleneck as such analysis above can be performed under a minute on a daily basis.
Many traditional and statistical investment analysis is a tedious process. ClearInvest is able to pull the financial and share price data over thousands of assets into its pre-built and custom models.
Such analysis can include running daily regressions on millions of fundamental data points against dependent variables to discover hidden relations.
Large scale automated fundamental financial statement analysis across thousands of tickers and economic indicators. Create custom metrics like rolling P/E ratios, beta, correlations, etc.
Run regressions, time series analysis, and other statistical models to discover relationships and forecast financial performance, price action, and volatility.
Portfolio optimization on different asset combinations through Mean Variance Optimization (MVO) and Monte Carlo Simulations. Optimize for different metrics such as sharpe ratio, sortino ratio, max drawdown, low volatility, etc.
Broad market detection of pair-trading signals such as cointegrated pairs, and mean reversion signals on stationary time series. Create custom trading signals on request.
Using classification models such as logistic regression to detect regime change in specific assets and the broad market. Regime change indicates possible fundamental changes in the underlying asset(s).
AI/ML Algorithms can be fine-tuned with standard and custom features as an added layer to complement classification and prediction models.
Utilize pre-built models such as correlation matrix generators, return distribution analyzers, rolling price ratios, fundamental heatmaps, MVO long only and long/short optimizer, stable beta screener, etc.
Custom models can created and applied to thousands of assets and economic data sets. Receive daily analysis results to complement your idea generation and portfolio management process.
ClearInvest | Travis@ClearInvest.ai | 647.205.7954