Targeted Baskets

Use Case



A portfolio manager can create a more targeted basket of longs or shorts within distinct sectors or with specific attributes.

Combine your own fundamental views and select your own variables to create a more targeted basket of stocks that the machine predicts will outperform/underperform the market.

A highly customized basket of stocks is selected for a specific purpose, allowing the portfolio manager to create additional alpha over using a broad market index. 

A portfolio manager created a short basket based on these lowest ranked stocks in the S&P 500 on May 1, 2019. As of September 3, 2019, it underperformed the benchmark by 6.15%, adding significant alpha to the client's risk mitigation strategy. 



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