Innovation and Data

Alternative data and artificial intelligence in asset management

The Innovation and Data team is composed of Quant Researchers, Data Scientists, Portfolio Managers and Software Engineers. We collaborate with experts throughout the bank to develop methods that can extract valuable insights from the ever-increasing amount of available data and unlock the predictive power of AI.

Artificial intelligence is superior to humans in handling and processing very complex and large amounts of data; on the other hand, humans are more flexible and creative. Thus, humans and machines complement each other in a very meaningful way and the combination of both can deliver results that would not be possible on their own.

Nico Baum, Head of Innovation & Data

Access to Alternative Data

90% of the world's data was generated in the last two years with 2.5 quintillion bytes data being created each day. Real-time news is captured and interpreted via natural language processing (NLP). These news can be analysed with Machine Learning Technologies, e.g., to extract the underlying market mood or sentiment.

Advanced Machine Learning Techniques

State of the art machine learning models are generated to detect the underlying patterns in large and multi-dimensional data sources. Those patterns are then transformed into investment signals and provided to portfolio management in order to improve discretionary decisions.

Financial markets and technology expertise

A unique combination of technology as well as financial markets professionals allows for the full leverage of the potential brought by new technologies. Investment processes are tailored for a high functional combination of human experts and AI solutions.

ALOS - Autonomous Learning Overlay Strategies

ALOS is our proprietary AI-based model and strategy generation method to systematically predict future price movements. Building on the interpretation of sentiment data, it has proven to provide strong and consistent performance. The strategy is already live for a multi-year period and various underlying assets. A total of 3 billion euros is thus managed. Strategies are characterised above all by low drawdowns and strong diversification from classic investment strategies.

Are you interested to learn more about our capabilities?

Nico Baum
Head of Innovation & Data