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ALPHA-GENERATION

We achieve superior accuracy and low correlation with traditional methods by using non-conventional approaches

TenViz provides a range of data-driven solutions using both traditional statistical and most recent Machine Learning tools to solve complex problems for investors.

Our Tools help Fundamental investors systematizing Cross-Asset flows, Sector Rotation, Credits, Single Name Stocks etc. We work with institutional clients and HFs, generating signals with good accuracy and beating a human eye.

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PREDICTIVE RISK MANAGEMENT

Improve performance by adding macro layer to the fundamental process

For good performance, forecasting fundamentals is not enough – reaching limits of adding value:

  • 1. Fundamental investing, ossified for decades, became crowded and is losing edge
  • 2. Computers disrupted fundamental investing
  • 3. Single Asset class approaches are depleted, yet most investors are not equipped to exploit cross-asset dependencies
TenViz Portfolio:

Cross-Asset flows predict stocks before changes in fundamentals ~65% of the time Well-timed Buy/Sell Signals on stocks driven by estimated flows across Bonds, FX, Stocks, Credit, Commodities.

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CREDIT MONITOR

Enhancing risk management with credit monitor, predicting impact on stocks in portfolio

Equity Portfolio and Risk Managers are not equipped to anticipate leading signals from Cross-Asset flows, including Credit:

TenViz Monitoring Credit for stocks in a portfolio for early signs of either deterioration or improvement:
  • TenViz tracks ~1.5M Bonds globally
  • Intelligently pre-cleans noisy data, isolating a true signal
  • Alerts about leading relationships
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MACRO REGIMES MONITOR: RISK ON / RISK OFF

Spits out RiskOn/RiskOff signal when an unusually high number of markets behave abnormally

Using RiskOn/RiskOff as a switch between Risky and Safe assets generated substantial outperformance over markets

TENVIZ NOTABLE CALLS:
  • BREXIT: in 2016 forecasted the negative outcome 10 days before the vote
  • US: elections in 2016 – predicted subsequent market rally
  • BRAZIL: Aug-Sep 2018 – Buy across all assets
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SOLUTIONS

Equipping fundamental investors with value-adding modern quant tools

GENERATE ALPHA

Thousands of usually neglected inputs: including Credit, Currencies, Equities etc

IMPROVE TIMING ON EXISTING POSITION

Forward looking dependencies, not backward correlations

GET A SECOND OPINION ON INVESTMENT DECISIONS

Unemotional automated signals reflecting most relevant market drivers and changing market leadership

EMPOWER SCREENING OF NEW INVESTMENT IDEAS

Dynamically changing broad set of Market and Macro inputs

See how it works

Take a tour of our easy-to-use product and learn how Tenviz brings you the cross-asset context for well-time decisions

Schedule a demo

INSIGHTS & VIDEOS

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CAN FUNDAMENTAL INVESTORS BENEFIT FROM USING CROSS ASSET MONEY FLOWS?

We believe – yes! because: markets are interconnected – money consta...

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OUR TEAM

  • TenViz team of Quants, the majority of whom holds PHDs develops data-driven solutions that systematize cross-asset flows to assist decision making and holistically understand the risks
  • We use global Cross-Asset money flows as a predictor for changes in Macro regimes
  • Our Quants redefine the way people understand Math/Stats in Finance
  • The team is constantly seeking new data interpretation techniques, innovating and pushing boundaries in many areas
  • 15 years on Wall Street: Chief Equity and Cross-Asset Strategist at JP Morgan (CIO)
  • Senior Portfolio Manager at Citigroup (oversaw investing across several sectors globally)
  • Consultant with BCG; managed IT projects for Anderson Consulting (Accenture)
  • MBA from Harvard; MSc Biophysics, Moscow Engineering Physics Institute, MA the New Economic School, Russia, CFA designation
Konstantin Fominykh,

CEO and Founder

  • 10 years in Forecasting and Advanced Statistics
  • Python, R, PostgreSQL, Project Management, Agile
  • PhD Economics/Mathematical Modeling, Kharkiv University of Economics
Irina Chankina,

COO, Partner, PhD

  • 7 years in R&D (Science and Tech), Financial Data Analysis & Machine Learning
  • R, Python, SQL, Deep Learning
  • PhD candidate, Physics, IOP of NAS of Ukraine
Alina Khodko,

Partner, Chief Data Scientist, PhD candidate

  • 30 years of experience in investment research and portfolio management
  • Partner, Portfolio Manager, and Chief Risk Officer at Seaport Investment Management
  • Partner, Portfolio Manager, and Chief Risk Officer at Arx Investment Management
  • Head of Global Credit Research at Pimco
  • Senior Credit Research Analyst in Morgan Stanley’s Global High Yield Group
  • MBA from Harvard
Charles Wyman,

Advisory board