Adaptive Alpha LLC develops quantitative risk analytics for the financial services industry. Our methodology makes it possible to scientifically learn from current risk dynamics and then immediately apply that knowledge to investment decision-making and execution.

The Adaptive risk methodology is based on dynamic interdependent factoring rather than historical determinants of risk, which is particularly relevant in today’s global financial markets, now without historical precedent. Driven by predictive analytics and enabling technologies such as complex event processing, our technology-enabled analytic method provides a continuous, actionable information advantage.

Traditional analytic methods were not designed to evaluate risk in millisecond-driven markets, nor the complexities and interdependencies of synthetic instruments, hedged strategies and mutable behavior. The Adaptive methodology was designed purposefully to understand multi-dimensional risk in real-time. Our risk analytics provide dynamic risk analysis and transparency to aid investors and restore confidence in the global financial markets.

Adaptive Alpha is a young company in Chicago formed by a team of experts expressly to provide new risk analytics to investors. The company’s 25+ year domain expertise in quantitative risk analysis is further strengthened by a patented risk methodology for the measurement, analysis and interpretation of risk in making and executing investment decisions.

Adaptive is dedicated to continuous learning and innovation in risk analysis to provide investors with a competitive edge in increasingly complex and interdependent global financial markets.