Forward looking Risk and Scenario Analysis. SAPIAT’s tools and solutions are driven by our philosophy that unbiased, systematic decision-making is core to improving investment performance, and that it is important to consistently synthesize a broad array of sometimes inconsistent information sources, from market-derived covariance matrices to soft forecasts from independent research.

The Challenge

With over $100 trillion globally in investable assets managed by asset owners, managers, and other institutions, the stakes are high for getting investment decisions right. Investors need more robust frameworks to explore the impact of uncertainty across different horizons, asset classes, and scenarios.

Markets are not the only source of insight.

There are plenty of signals embedded in alternative data sources such as high frequency macroeconomic data, news, and in independent research. However, noise is rampant in these sources also. Information tend to be provided in heterogeneous formats (structured and unstructured), at different sampling frequencies, with different precision and horizons.

The Solution

SAPIAT’s edge is in weaving together machine learning methodologies, AI and data science with an understanding of finance to build tools for investment and risk decisioning.

SAPIAT Risk™ analytics clients are able to forecast, understand and adapt to how the changing market environment is repricing all financial instruments according to their underlying factor exposures.

SAPIAT Scenario™ provides a robust and truly forward looking simulation framework that enables clients to explore the impact on their portfolio from upcoming events like changes in the macro-economic environment, geopolitical events, secular vs non secular changes and climate change.

The Importance

Sapiat believes that the availability of High Performance Computing, large and non-traditional datasets are key drivers in enabling a more systematic and holistic investment process to be applied in mainstream institutional investing. The judicious use of machine inference and learning, coupled with traditional linear techniques (both core competencies of Sapiat) will provide efficient, robust, and more nuanced insights to allocation, portfolio construction, manager selection, and risk.

Next steps

For a demonstration please contact us directly [email protected] or [email protected]


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