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API-based fintech solutions

Our main strength is the intersection of three key competences: data science, investment strategy and innovation technology. Thanks to our skills we have developed a restful, stateless “API” roboadvisory white-label platform. The platform is the natural foundation of roboadvisory or robo4advisors solutions. All the engines, products and solutions are delivered in SaaS mode for different processes such as Mifid/Ivass profiling, smart engagement tools, behavioural customer profiling, portfolio check-up, portfolio construction, risk analysis and digital reporting.

Our regulatory universal profiling algorithms (Mifid 2/ESMA/Ivass compliant), developed jointly with a team of psychologist of the Cognitive Science Department of the University of Turin captures all the relevant factors, including behavioural and emotional elements.

Coupling the regulatory profile with internal data, information captured from engagement tools and social media, and backed with Data Science applications, we can provide a full picture of customers goals and needs, which is key under Mifid 2.

Through our engagement tools, financial institutions can interact with their clients, improving customer acquisition and fostering loyalty.

The main tools are behavioural/cognitive profiling questionnaires, quizzes and gaming tools, simulation tools (e.g. Ibbotson cones) and wizards that allow client to “touch & explore” investment solutions, smart search tool that filter financial instruments according to several criteria (e.g. “best yield to maturity”, “best valuations”, “best momentum”, “least risky”, etc), and market valuation tools, such as the Risk Barometer.

Backed with Data Science applications, smart engagement tools are a smart process that allows to capture, analyze and extract value from data, getting valuable insights on clients goals and needs.

Our simulation engine, based on Parallel Filtered Bootstrap (or Filtered Historical Simulation, see R. Zenti & Al., 2004 “Integrated risk management with a filtered bootstrap approach”. Economic Notes, Vol. 33 Issue 3), widely tested over many years and financial situations, is able to cope with extreme events, changing volatilities and correlations.

The engine calculates ex-ante risk of single financial instruments (e.g. mutual funds, ETFs, bonds, stocks), single portfolios, and consolidated portfolios (i.e. aggregating different portfolios).

It calculates several expected risk metrics, such as VaR, Downside Volatility, Expected Shortfall, MaxDrawdown, Volatility, Sharpe and Sortino ratio, Diversification and Liquity indexes, beyond historical performance and ex-post risk metrics.

The risk engine allows a comprehensive portfolio check-up, Mifid suitability assessment on a continuous basis, short-term and long-term projections (e.g. Ibbotson cones), underpinning transparent digital reporting tools.

A general, flexible framework for evaluating portfolio suitability - according to Mifid 2 - allows to test suitability on a real-time basis, demonstrating that each portfolio is aligned with the client’s needs through clear digital reports.

Our asset allocation engine is a suite of portfolio construction and rebalancing tools– all suitable for a variety of financial solutions, including segregated accounts, pension funds and unit-linked products.

It is a broad library of proprietary methods for medium-to-long term portfolio construction, such as risk parity, minimum downside risk, risk-based regime-switching asset allocation, CPPI, dynamic proportion portfolio insurance (DPPI), time invariant portfolio insurance (TIPP), minimum regret portfolio, life-cycle investing, portfolio optimization in the maximum drawdown space, min shortfall probability, portfolio optimization with scenarios (e.g. marginals + copulas, or full scale optimization).

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