How to Build a Dynamic ETF Portfolio using Artificial Intelligence

In the following, we present how to construct a high-performing dynamic ETF portfolio based on the algorithmic forecasts generated by our artificial intelligence system which including the costs of bid-ask spreads and commissions, results in:
  • Returns of up to 40% in a 2-year time period
  • Alphas reaching 18%
  • Sharpe ratios reaching 1.2