U.S. Patents :

76472657991674Jenher JengPhD of Statistics, UC Berkeley

What ARC can do for an asset management company?

Designing Multi-Asset-Class Dynamic Balanced Funds of Funds (FOFs)

Robo-Advisory of Personalized Portfolios in Financial Big-Data

Preparation for the Next Financial Crisis following the QE Bubble

Key Innovations in the Portfolio Architecture of ARC

Framework of GDAA (Global Dynamic Asset Allocation) Absolute Return Index (GDAA Standard Portfolio) Interest-Rate Trend Adaptation (Trends) Robustness against Systemic Risk (Shocks and Change-Points) Strategic Consistency of Fund Capital Flows (Cycles)

How to build up a FOF-Portfolio based on ARC

Process by An Example of FOF-Portfolio “ARC 10/10” Step 1. Construction of an Absolute-Return Index (AR-Index) - as “broad” as possible - e.g. G5 GDAA Standard Index (in the WAL-framework of GDAA) Step 2. Selection of “Quality” Funds as a Fund-Pool - as “compact” as possible - e.g. Fund-Pool of ARC 10/10 Step 3. Calculation of the Funds’ (A, R, C)-Measures w.r.t. the AR-Index - e.g. the weekly time series of (A, R, C) w.r.t. G5 GDAA Standard Index Step 4. Observation of the 4D-Distribution of (A, R, C | T) of the Funds - checking patterns of clustering, trade-off, convergence/divergence - e.g. A-vs-R, C-Reversal, … Step 5. Developing a Strategic Module to build and rebalance a FOF - e.g. ARC 10/10

How to build up a FOF-Portfolio based on ARC

Process by An Example of FOF-Portfolio “ARC 10/10” Step 5. Developing a Strategic Module to build and rebalance a FOF

S.5.1. Principal Holding Threshold Criteria - e.g. C for ARC 10/10 S.5.2. Risk-Adjusted Ranking for Allocation Preference - e.g. A-vs-R for ARC 10/10 S.5.3. Rolling Portfolio-Size & Horizon-Weight Assessment - e.g. “10” & ST~MT for ARC 10/10 S.5.4. Simulation & Back-testing for Strategic Parameters - e.g. Matrix-GDAA-WAL S.5.5. Macro & Fund-Industrial Knowledge for Rule-Modification - Risk factors & asset formats for rebalance or turnover

How ARC can create and support business models for an AMC

Assisting the R&D team to sustainably build multi-asset mega-size funds - e.g. packages for clients of pensions, endowments … Managing diversified funds with synergy on an integrated platform - e.g. monitoring and analyzing capital flows and systemic risk Marketing and branding with portfolio DIY-apps as big-data CRM tools - e.g. approaches for 401(k), RIAs … Sales-&-service-trainings for automated/rebalance investment-advisory - e.g. ARCH Islemma Macro-Micro Quizzes Macro and fund-industrial knowledge-base in the framework of GDAA - e.g. ARCH WALL Weekly Macro Quizzes