AI Fund Awards 2017

20 Acquisition International - International Fund Awards 2017 Wavelength Capital Management IF17027 Best Quantitative Fixed Income Fund (1 Year): Wavelength Interest Rate Neutral Fund & Investment Management Firm of the Year - New York Wavelength Capital Management Established in 2013, Wavelength Capital Management has since built a strong reputation for striving to deliver exceptional value through consistent investment returns while maintaining the highest levels of ethical conduct and professional integrity. Mark discusses the firm’s product offering in more detail and outlines how this aims to meet its clients’ needs. “Here at Wavelength Capital Management we focus on research-driven, insights powered by technology. We invest using a systematic approach that applies quantitative tools to process fundamental economic and market information. We seek to empower our clients through transparency in what we do, sharing our thought leadership, and our mission is to deliver the best balance of risk and return for their financial future. We invest on behalf of our clients who include some of the largest institutions as well as most sophisticated individuals in the world. “Our product offering consists of three core investment vehicles. Each product’s investment process starts with and ends with Risk management. Our research process encompasses 84 markets and the constituent securities and economies that make up these markets. We use up to 100 years’ worth of historical data and utilize implicit machine language to make the most educated deployment of our client’s capital. Our flagship fund The Wavelength Interest Rate Neutral Fund is a fixed income focused 40-act mutual fund which is designed to produce returns and preserve capital during rising and falling interest rate environments. The fund targets both institutional and sophisticated individuals, providing daily liquidity and full transparency “In addition, we offer the Longwave Advisor, a digital wealth management platform for RIAs and Private Banks offering automated investment services. It is the first digital advisor to feature factor-based investing; focused strictly on business to business. Finally, the Global Macro Signals is an institutional product that utilizes our three phases of portfolio construction. macro risk budgeting, factor signals, and an overall risk metric overlay. The Risk is managed systematically from a top down portfolio perspective as well as from the bottom up on a strategy specific level to control for a variety of risk measures and dimensions including net and gross exposures, position concentration, beta, liquidity, and volatility.” Looking ahead, Mark is keen to emphasise his firm’s focus on remaining at the forefront of the latest industry innovations and providing clients with cutting edge solutions. “In our industry, innovation is necessary for survival. The constant change of financial markets provides a natural catalyst for new ideas, and identifying new risks and opportunities is central to how we invest. Wavelength was built for this purpose, and in this process we have surrounded ourselves with smart people who view things differently from the way one person is inclined to see them. As a result, we are constantly re-assessing our processes, looking for new approaches to be more efficient. One of our guiding principles is to keep an open mind, and we regularly look beyond our core competencies to collaborate with experts outside our industry in creating exceptional value, and this will remain our ongoing focus moving forward. “Within the global financial market, the rate of change has been dramatic and we expect further changes to market structures in the future. For example, there is a trend to increased liquidity in broader index level products as opposed to the underlying cash instruments they are based on. With this, we believe in moving with liquidity, not away from it. Our number one screen is liquidity and signs of liquidity. Also, the use of computers has taken previous inefficiencies out of many instruments. Previously, viable investment edges versus competition have become less and less sustainable, and many legendary investors—such as Bacon, Soros, and Robertson—have given back money as inefficiencies they took advantage of have waned. We believe that the use of dynamic technology can identify new opportunities that garner excess returns for investors. Our models are designed to be dynamic and their effectiveness at predicting excess returns is constantly re-assessed. “In order to remain ahead of the market and the ever increasing focus on computerised investing we have built an advanced AI-based investment platform so that clients can continue to compete and grow as technology changes the industry. Because we built a flexible system that can be applied in different ways and different markets, we can develop different services and products for money manager clients focusing it to their specific investment areas as an overlay tool. Our strength is that our investment signals are applicable to any investor or advisor. We can essentially plug this system into managed accounts or ETFs and plug into any platform, if anyone is looking for an enterprise solution. Our first AI-based product is a mutual fund, Wavelength Interest Rate Neutral Fund (WAVLX), and now we are rolling out a robo- advisor, Longwave Advisor, our white-labeled, digital interface for advisors and their clients, that offers access to AI-driven return predictive signals and automated portfolio management so they are not left behind as others adapt.” Wavelength Capital Management is an award winning independent investment management firm specializing in liquid, transparent, and cost- effective investment solutions designed to preserve assets and produce returns in any economic environment. We caught up with Managing Partner Mark Landis to find out more. Company: Wavelength Capital Management Name: Mark Landis Email: Mark.Landis@ wavelengthcapital.com Web: www.wavelengthcapital.com Address: 250 West 57th Street 20th Floor, NY, NY 10107 Telephone: 212-951-1178 Wavelength Capital Management