In a complex environment with contradictory signals, it is crucial to identify relevant variables to rationalize investment decisions.
Ai For Alpha develops AI-based quantitative analyses to help investment professionals understand market regimes and assess allocation and risk exposures.
Connecting AI research with investment decision support
The model constructs a futures-based portfolio designed to track a reference benchmark. Replication is subject to data, model and implementation limitations.
Ai For Alpha licenses Decoding models and portfolios to professional investors for futures-based strategy analysis and decision support.
Ai For Alpha provides quantitative analyses and decision support concerning futures contracts, and licenses Decoding models and portfolios. The futures-based replication framework includes Pure, Tactical and Hyper Decoding.
This website presents the firm and its research. It provides no personalised advice, return target or promise of performance. Any personalised advice is provided outside the website under a separate written agreement. Regulatory & Risk Disclosures.
Futures involve leverage and substantial risk of loss. Losses may exceed the funds initially committed and may lead to margin calls.
Tactical Decoding combines benchmark replication with predictive signals to analyse and adjust futures exposures. Outcomes depend on market conditions, data and model assumptions.
| Pure replication | Tactical position | Enhanced replication | |
|---|---|---|---|
| Equity | 30.0% | 2.0% | 32.0% |
| Bond | 49.0% | 3.0% | 52.0% |
| Commodity | 7.0% | -0.5% | 6.5% |
| Fx vs. USD | -60.0% | -10.2% | -70.2% |
Fictitious data illustrate a comparison between a model strategy and a reference benchmark.
- Tactical Decoding - Benchmark
Decoding seeks high correlation with a reference benchmark through futures-based replication.
Replication can reduce dependence on a single asset manager. Leverage, margin and model risks remain.
Strategies based on liquid futures
Investors have access to the daily allocation and performance attribution on their portal
Futures-based replication is designed for cost-efficient implementation.
Our clients are
Béatrice has more than 20 years of experience in financial markets. She held various management positions in structuring departments in top tier US and European banks (JP Morgan, Deutsche Bank, Société Générale). Béatrice graduated from the engineering schools Ecole Polytechnique and ENSAE. She holds two masters’ degrees, in financial mathematics from LPSM (laboratoire de probabilités statistique & modélisation) and in finance from the London School of Economics.
Eric has held leadership roles as head of quants at Goldman Sachs and Natixis. He founded Pricing Partners, a startup focused on pricing complex financial products, which was later acquired by Refinitiv (formerly Thomson Reuters).
Ranked among the top 1% of researchers on SSRN (Social Science Research Network), Eric holds a global ranking within the top 10 among 500,000 researchers, with over 100 published papers and articles.
A graduate of Polytechnique, Eric also completed degrees at ENSAE and the London School of Economics. He holds three PhDs in Economics, Mathematics, and Computer Science, along with two master’s degrees, including one in AI from Dauphine and ENS Ulm. Additionally, he achieved the prestigious Agrégation in Mathematics.
Jean-Jacques has over 15 years' experience in investment management and research. During this time, he has designed various cutting-edge trading models for numerous asset classes.
Jean-Jacques began his career at Crédit Agricole Asset Management in 1999 as a risk manager and worked as a fund manager for Natixis AM and Finaltis. He founded a fintech called Riskelia, which was acquired by Homa Capital, where he was CIO and created several quantitative funds.
Jean-Jacques received the Lipper Award in 2019 for the best Futures fund managed over three years. He is a regular guest on Financial TV. He is an alumnus of the CentraleSupélec engineering school and holds a CFA.
Thomas has over 20 years of experience in capital markets, specializing in structured products, derivatives, and Quantitative Investment Strategies (QIS).
He began his career covering Latin America at Commerzbank and Crédit Agricole in London and New York, and then spent 15 years at Société Générale promoting investor solutions to U.S. and Latin American institutions.
Thomas is an alumnus of Dauphine University and Brandeis University.
