Project Description
Sibyl is more than just a collection of buzzwordy algorithms. She represents two ideas:
- You shouldn't have to lose your assets to Wall Street greed and irresponsibility.
- The days of a room full of CFAs reading tea leaves and chicken entrails is over.
The objectives of the project are as follows:
- Develop next generation bleeding edge wealth management software.
- Conduct and publish equity research.
- Data monetization technology demonstrator.
The work will proceed in phases.
Phase I - Recreate Old Work
15 years ago, I created an intelligent stock picker. Then I saw a squirrel. The first step is to resurrect that old research. This is going to take a minute…
Phase II - Systemic Risk Management
Since 2008 I've been obsessed with understanding when the market goes to hell. This portion of the project will be used to help construct a portfolio that is beta neutral.
Phase III - Specific Risk Management
During this phase, I'll be taking a look at computational methods to manage the specific risk of the portfolio. I'm not sure what this will look like yet. Likely it will take the form of a risk management tool focused on the individual components of the portfolio.
Phase IV - Alternative Data
During this phase, I'll investigate the value of alternative data. Out of all the phases, this is the most experimental and carries the highest risk of not adding any real value to the research.
Phase V - Skynet
Sibyl becomes self-aware. She takes full control of the global financial markets and eliminates income inequality, homelessness, hunger, and billionaires. I, for one, welcome our new A.I. overlords.