Higher Returns, Lower Risk? Yes, it’s Possible.

SiAlpha™ helps investors make more money with less risk. Using our predictive data analytics developed and tested over five years, SiAlpha™ uses a quantitative approach to provide timely risk analysis of individual stocks and exchange traded funds (ETF) to identify asymmetric investment opportunities and avoid high-risk investments.

SiAlpha™ was born out of our founder's vision to help individual investors "never lose money" and earn above market returns under all market conditions. His research into the best money managers in the world introduced him to relatively unknown mathematician named James Simons (pictured below).

james simon quant manager

Simons used his "black box" quantitative models to launch an extraordinarily successful hedge fund firm called Renaissance Technologies LLC in 1989. The performance of his flagship fund was extraordinary with an average annualized return of 35% (net of fees) and over a twenty year period. He accomplished this with performance fees of 20-40% and no negative period returns in any calendar year! (see comparison chart with S&P 500 below)

To better appreciate the significance of consistently positive investment returns and avoidance of large drawdowns (losses) during market "crashes" such as in years 2002 and 2008, a one time investment of $150,000 in the Medallion fund in 1990 would have grown to a mind-boggling $300 million compared to just $732k if same amount was invested in the S&P500 index!

It's not easy but it is possible to make more money with less risk. Just like Simons and several other exceptional money managers such as Ray Dalio of Bridgewater Associates, Dan Loeb of Third Point and others that have consistantly made above market returns with below market risk.

Research into the development, testing, and implementation of our "Lower Risk, Higher Return" investment strategy began in 2009 and live proprietary trading and testing commencing January of the following year.

sialpha portfolio five year performance compared to sp500 and tsxOur quantitative investment approach known as the SiAlpha™ system incorporates financial, business, macro, sentiment, and technical data to identify stocks with great potential and relatively low risk. We implemented an aggressive growth strategy with daily trading (not high-frequency) to actively invest in stocks for short-term trading to demonstrate the potential of the SiAlpha™ system.

We cracked the code. Our portfolio generated an outstanding average net annual return of 37.2% for the 5-year period from 2010 to 2014. Significantly outperforming the S&P 500 Index for a total compounded return of just under 500% compared to just 84% for the S&P 500 index during the period. We've been sharing our research and performance data with investors since 2012 and are now ready to bring our technology to market with subscription services, on-demand research, training, and robo-advisory (software-as-a-service) platform soon!

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