Quantitative Asset Management
We have successfully implemented several index certificates together with UBS / Solactive and Unicredit / ICF Bank, offering a track record of several years & consistent alpha benchmark outperformance.
Deutschland Top Aktien Index (TIXX)
The Deutschland Top Aktien Index, or in short just TIXX, is a stock based index. The selection of stocks is fully underpinned by Artificial Intelligence. There is no human interaction along the entire value chain of the stock selection process. Rebalance for the TIXX is done on a quarterly basis. Our Deep Learning and AI algorithms analyse the sentiments of all stocks of the given universe within the past quarter and select those stocks with the strongest sentiment patterns. Based on this list a predefined number of stocks is selected which then constructs the constituents of the TIXX. The TIXX is benchmarked against the Mid Cap index of Germany (MDAX).
In January 2020 an open end index certificate was launched on the TIXX by Unicredit/HVB. The index has since demonstrated strong outperformance of the benchmark.
Europe Big Data Sentiment Index (BDX Europe)
Moods and emotions can determine what is going on in the financial markets. Every day, countless investors and financial experts discuss in online forums or publish tweets on Twitter, Reddit, or Discord. Basically, this is comparable to the lively conversations and debates on the trading floor in earlier times. With one decisive difference: the public discussions on the Internet can be followed – worldwide and around the clock. It is true that no one can evaluate millions and millions of forum posts, comments, and tweets in real-time and draw conclusions from them every day. But modern high-performance computers and intelligent software are capable of this.
The Europe Big Data Sentiment Index (BDX Europe) is based on Deep Learning and AI to select the best stocks from the STOXX 600 index. The process of stock selection is entirely powered by AI. We work closely with index provider Solactive and certificate issuer UBS in relation to BDX Europe.
UBS launched an open-end index certificate on the BDX Europe in April 2019.
Germany Big Data Sentiment Index (BDX Germany)
The Germany Big Data Sentiment Index, or in short BDX Germany, belongs to the BDX Family with BDX Europe and is part of our cooperation with Solactive and UBS.
The Germany Big Data Sentiment Index is based on Deep Learning and AI to select the best stocks from the HDAX index (Germany large and mid cap stocks). The process of stock selection is entirely powered by AI.
BS launched an open end index certificate on the BDX Germany in February 2021.
See further references for our index products
Check out our white papers about our AI signals based on Deep Learning
Deep Learning for Equities
Deep Learning on Emotional Data for Daily Long / Short Decisions: In the past few years, machine learning has become a popular application in various fields. One of the core concepts used are neural networks. A neural network is a computational system that loosely models the human brain in order to solve classification problems. Chaining multiple neural nets is called “deep learning”, with “deep” referring to the potentially large number of layers in these kind of models. Our aim of using deep learning is to recognize hidden patterns which potentially influence the oscillation of equity prices.
Deep Learning for FX
Sentiment Analysis for Foreign Exchange Trading: This text discusses the implementation of sentiment analysis into the production of foreign exchange trading strategies. Statistical significance testing for financial performance measures is used to compare generic foreign exchange strategies against sentiment analysis-strategies generated by Stockpulse. The strategy generated by Stockpulse outperform the generic strategies across all presented performance measures.
Voices of Clients and Partners
We are always looking for cutting edge technology solutions in the investment environment. Thanks to the cooperation with Stockpulse we are in position to become the distributor for TIXX – the smart index strategy for German stocks chosen by Artificial Intelligence and relying on sentiment data made by Stockpulse.
Christian Bothe, CEO
onvista media GmbH
The successful „Deutschland Top Aktien“-Index (TIXX), which we developed together with Stockpulse, is a unique and alternative index calculation approach with its rule- and data-based strategy. The index provides private investors easy access to complex AI and big data analyzes for the financial market.
Lars Lautenschläger, Managing Director
ICF Bank AG
I believe that a multi-dimensional portfolio of non-correlated low beta strategies is the best way for investors to achieve consistent absolute returns over the long term. ICON has partnered with Stockpulse, which is a market leader in this field, to issue an innovative A.I. based Euro Stoxx 600 Long / Short equity certificate, based on Stockpulse’s proven social sentiment data, that exhibits our high scientific standards.
Richard Toolen, CEO
ICON Asset Management AG is a niche Swiss regulated alternative asset manager that specialises in systematic / quantitative strategies