A portfolio manager can use Boosted Insights to determine which sectors are most attractive for long and short exposures to allocate their portfolio most efficiently.
The portfolio manager inputs their fundamental, technical or economic variables from a top down perspective. Boosted Insights learns from the data to provide a detailed sector allocation recommendation.
The machine returns predictive sector weightings, along with which securities within these sectors provide the best long and short opportunities.
Below are the Boosted Insights sector weightings versus the S&P 500 and the relative outperformance.
A full sector allocation recommendation is provided by Boosted Insights. Boosted's sector weightings outperformed the broader market by 1.9%.