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AI Case Study

Castle Ridge Asset Management identifies and rebalances portfolio investments among diverse asset classes using machine learning

Castle Ridge Asset Management uses proprietary machine learning to determine portfolio investments and rebalancing when necessary. It chooses among diverse asset classes, while its decision-making is ultimately supervised by human managers.

Industry

Financial Services

Fund And Asset Management

Project Overview

According to its website, Castle Ridge uses W.A.L.L.A.C.E, "a proprietary Artificial Intelligence technology designed to create, maintain, and evolve investment portfolios consisted of highly diverse asset classes. W.A.L.L.A.C.E. deploys proprietary algorithms to detect sustainable behavioural patterns in enormous volumes of market data. W.A.L.L.A.C.E. actively learns and adapts to changing market conditions. One of W.A.L.L.A.C.E.’s most powerful features is its ability to predict market events. Castle Ridge Asset Management harnesses the power of W.A.L.L.A.C.E. through a systematic approach governed by human intelligence and oversight. All investment decisions are made using formal interaction between W.A.L.L.A.C.E. and our experienced Portfolio Managers."

Reported Results

Castle Ridge Management claims on its site that during "a 36 month period, W.A.L.L.A.C.E. successfully anticipated 24 public company acquisitions; the majority of which were completely unexpected by the investment community." Hedge Fund Alert reports that as of 21 March 2018, Castle Ridge had "lost 1% in February, but was up an impressive 14% year-to-date in mid-March, thanks in part to a 7.3% gain in January."

Technology

In-house developed; supervised learning and classification algorithms used (specifics not disclosed).

Function

Finance

Budgeting And Forecasting

Background

Castle Ridge Asset Management is a private investment fund.

Benefits

Data

Details undisclosed

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