News

Orpheus shortlisted for AIconics Awards

Orpheus was shortlisted for the AIconics awards announced in London. The AIconics are the world’s only independently-judged awards celebrating the drive, innovation and hard work in the international AI Community. Now in their third edition, the 2017 awards feature an unprecedented eight categories and has been the most hotly-contested awards to date. Judged by a…

Read more
Mukul in top 10% at SSRN

Congratulations Mukul. You are in the top 10% of Authors on SSRN by downloads this month. SSRN Author Page

Read more
RMI® Models on Bloomberg deliver 7% Excess Returns in 2016.

Press Release RMI Models on Bloomberg deliver 7% Excess Returns in 2016. London – December 30, 2016 All the 8 RMI models listed on Bloomberg (<ORMI> GO) starting January 2016 delivered an absolute positive return for 2016. All the RMI models also delivered a positive risk-weighted excess return above their respective benchmarks. The average excess…

Read more
RMI® Nasdaq outperforms Nasdaq 100 by 10.65% in 2 years.

Press Release RMI® Nasdaq outperforms Nasdaq 100 by 10.65% in 2 years. London – December 30, 2016 The RMI Nasdaq listed on Nasdaq (RMIVG20) ended 2016 with a 14.19% annual return. The performance for the 2 year period starting January 2015 was at 23.4%. As of December 30 (2016), the RMI outperformed the S&P 500,…

Read more
RMI Outperforms Developed World's Best Markets by 13.19% in 2016.

Press Release RMI® Outperforms Developed World’s Best Markets by 13.19% in 2016. London – December 30, 2016 The S&P/TSX Composite Index was the top performer among developed market Indices delivering 18% return for the year. The RMI Canada Growth 60 listed on Bloomberg with the ticker ORMICA12 outperformed the benchmark by 13.19% for the year….

Read more
Tralio Team Reaches Finals @ Idea Challenge

Out of 72 teams from different corners of the world that participated in the idea challenge, Tralio made it to the finals. Idea challenge was an initiative organized by Imprezzio Global a technology company creating business software solutions for over fifteen years with offices in US, Europe and Canada.

Read more
Orpheus MIT Capstone Project

Executive summary What is the idea? The investment management industry is like a Fruit Basket [2]. The manager is searching for superior returns at the same risk level. The Orpheus Risk Management Indices (RMI) [3] ability to deliver risk-weighted excess returns, which can also be understood as outperformance of the RMI portfolio vs. the market…

Read more
MIT Ranks Orpheus BP in Top 50

MIT ranked the Orpheus BP in the top 50. MIT launched the first graduate level course on Financial Technology applications. Enclosed below are the press release on the program and the list of top 50 capstone projects. The Martin Trust Center for MIT Entrepreneurship and the Finance Group at the MIT Sloan School of Management, in…

Read more
Smart Beta Trends

It took the industry more than 200 years to transition from a 100% discretionary selection systems to rule based portfolios. The first mutual fund was founded in 1775. The popular benchmarks were established by Charles Dow and Henry Varnum Poor in 1880’s. This was when benchmarking performance to an Index started. After the Great Depression…

Read more
Orpheus @ BVB Forum for Investors

On Saturday, March 12th, 2016 Bucharest Stock Exchange will organize the 4th edition of the Individual Investors Forum in Bucharest. Similar to the previous edition of the Forum, the format will accommodate both beginning and advanced investors by providing two parallel and specific agendas for each category of the investors. Location: Chamber of Commerce & Industry of Romania Business Centre, 2 Octavian…

Read more
MTA Global Webcast

Read more
Orpheus registers US Trademarks

Read more
Tralio return tables are coming....

We are verrrry excited to see the new tables from Tralio. Thet are totally automated, awesome numbers, can’t wait to release the first 10 portfolios. They will be India50, India100, US500, US100, Canada60, Canada100, Europe50, UK100, Romania10. Any thoughts which equity portfolio should be the tenth one? Below is the RMI US 500 against the…

Read more
NASDAQ Orpheus RMI Value-Growth 20

These are the performance numbers of the NASDAQ Orpheus RMI US Value Growth 20, Year to Date vs. NASDAQ Benchmark, NASDAQ 100 and S&P 100. Our claim that combining Value and Growth is the smarter Beta approach, is in its first year of validation. The RMI has outperformed the NASDAQ benchmark, NASDAQ 100, S&P 100 by 9.66%, 3.28%…

Read more
The Intelligent System

Intelligent System Over the post event dinner at the Princeton – UChicago quant conference, the conversation veered to the definition of an intelligent system. My co-speaker (a physicist) from the conference defined intelligent system as a system that is entropy reducing. Science and Markets Connecting entropy with intelligent systems was brilliant not only because we…

Read more