Integrating Machine Learning in Risk-Managed Equity Strategies

Over the last few years, machine learning methods have evolved significantly and seen increasing adoption by the asset management industry. In light of the vast amounts of data available in financial markets and the complexity of forecasting investment performance and risks, asset management is an area of choice to apply these innovative techniques.

Under the leadership of our CEO, Fiona Frick, Unigestion was a pioneer in the application of risk-based (“minimum variance”) technology to equity investment. Over time, this has evolved into a holistic approach to incorporating risk into our investment process, one that goes beyond realised volatility, encompassing a broader array of risk dimensions, such as liquidity and valuation.

At this event, we introduced basic and robust machine learning methods, and revealed how these algorithms are successfully applied in Unigestion’s risk managed equity strategies.