Lean Intelligence: The Rise of the Industrial Revolution in Investment Research

Ichihan Tai, Portfolio Manager / Head of Data Science, Tokio Marine Asset Management | September 19, 2017

Ichihan's findings should provide lean thinking in trading/investment R&D processes for both quantitative and fundamental managers.

The primary costs of running a trading/investment strategy are twofold: market costs (i.e., commissions and market impacts) and operational costs (i.e. R&D costs and post trade execution costs).

Therefore, great performance after accounting for market costs alone is not sufficient for the survival of a strategy and the business, as we have seen from the recent struggles of high-frequency trading shops despite them hardly ever had “lost” money.

Ichihan's presentation will share how Tokio Marine are able to cut costs and improve scalabilities of investment research dramatically by leveraging the recent developments in AI.

In their view point, what AI has brought to the industry is not an arms race but an industrial revolution.

Recorded at RavenPack's 5th Annual Research Symposium, that took place September 19, 2017 in New York City.

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