Harnessing AI to create the next generation of smart beta indexes
Our CEO, MarkMakepeace joins Jason Hsu, founder and CIO at Rayliant to celebrate the launch of the FT Wilshire NxtGen Index series and discuss how AI and machine learning have opened the door to new index construction methods, making possible new diversified and global approaches to smart beta.
While changing market dynamics are increasingly disrupting global investment, technology has opened the door to new index construction methods, making possible new diversified and global approaches to smart beta.
Employing AI and machine learning to construct a modern, robust multi-signal index series, the FT Wilshire NxtGen Index Series spans developed and emerging global equity markets, offering investors a comprehensive, investable, transparent and modular alternatively-weighted index series.
Leveraging Rayliant’s global investment expertise and deep knowledge in data science, the FT Wilshire NxtGen Index Series aims to help global investors explore ways to use AI and machine learning to drive value, capture new opportunities across markets and differentiate themselves from competitors.
FT Wilshire NxtGen: the next generation of smart beta -- made possible by the power of AI
aims to better capture equity premiums from a robust universe of factors potentially leading to more stable systematic return harvesting
utilizes AI and robust machine learning models of expected return within a mean-tracking error framework
100+ stock-level fundamental and market characteristics from 12 major factor categories are used to estimate quarterly future stock risk-adjusted returns
