Implosion Before Disruption Before we talk about Blockchain disruption, let us talk about the implosion happening on Wall Street. The Realization that stock picking is dead [1] after decades of Active underperformance [2] has made beating the market an adventure sport, where only a few succeed. There was only one Peter Lynch [3], the […]
These are the RMI equity models for UK, US, Europe, India and Canada. The RMI Smart Beta performance is based on a similar risk, similar turnover and low tracking error to the underlying benchmark. All the RMI Models have a starting point in Jan 2010.
Explaining to Mom If you can explain your money management innovation (rule-based portfolios) to your mom, it is golden. My mom gets it. Succeeding in selling and marketing a new financial innovation just like any other innovation will be about design. If it is not intuitive, no overselling, branding and marketing money is going to […]
Out of 72 teams from different corners of the world that participated in the idea challenge, Tralio made it to the finals. Idea challenge was an initiative organized by Imprezzio Global a technology company creating business software solutions for over fifteen years with offices in US, Europe and Canada.
Executive summary What is the idea? The investment management industry is like a Fruit Basket [2]. The manager is searching for superior returns at the same risk level. The Orpheus Risk Management Indices (RMI) [3] ability to deliver risk-weighted excess returns, which can also be understood as outperformance of the RMI portfolio vs. the market […]
The rich do not always get richer. Explaining this probabilistically resolves a 100-year-old puzzle, opening up opportunities for smart beta portfolios, an architecture of complexity and eventually an architecture of data that could become Web 4.0. Group vs. Component Financial markets have moved from regional to global, from one asset to Intermarkets [1]. This has […]
Abstract Investment management which is worth USD 70 trillion can be seen like a fruit basket. The job of the fund manager was to select the fruits from the market and sell it to the investor. Global pensions are a part of this pool. Despite the important role fund managers play, there is a lot […]
MIT ranked the Orpheus BP in the top 50. MIT launched the first graduate level course on Financial Technology applications. Enclosed below are the press release on the program and the list of top 50 capstone projects. The Martin Trust Center for MIT Entrepreneurship and the Finance Group at the MIT Sloan School of Management, in […]
Our current RMI® models cover the component stocks from the US 500, Canada 350, UK 100 and Europe 50. Two RMI models are listed on NASDAQ and 15 RMI models are listed on Bloomberg (ORMI <GO>). RMI Canada 15 is the only Active model, which selects 15 stocks from the TSX 350 universe. All the […]
It took the industry more than 200 years to transition from a 100% discretionary selection systems to rule based portfolios. The first mutual fund was founded in 1775. The popular benchmarks were established by Charles Dow and Henry Varnum Poor in 1880’s. This was when benchmarking performance to an Index started. After the Great Depression […]