About us
Our mission is to empower investors through smart portfolios.
Lumenai combines proprietary machine learning with experienced human oversight to help investors adapt to shifting market regimes and pursue alpha without excess risk.
Based in Stamford, CT, we’re among the first in the U.S. to offer institutional-grade AI portfolio management tailored to client goals. We offer a full suite of AI-powered investment strategies across multiple asset classes and portfolio structures. Each is managed systematically, updated daily, and designed to outperform benchmarks over time.
We’ve been recognized by WealthTech100 and AIFinTech100 for innovation in asset management.
Why AI + Quant?
Traditional strategies often lag during periods of transition, but Lumenai is built to adapt—not predict.
Our models are built to recognize changing conditions, learn from them and adjust portfolios systematically to pursue better risk-adjusted returns—without relying on forecasts, narratives, or emotion.
Lumenai’s AI-driven investment system is designed to detect shifts early and adjust portfolios by allocating toward the stocks, sectors, or assets most likely to outperform based on similar past conditions.
Our machine learning models:
Analyze more than 180,000 data points across fundamental, price, alternative, and augmented datasets
Identify market regimes by detecting real-time patterns in risk, momentum, volatility, and sentiment
Determine which security characteristics are being rewarded in the current environment
Rank and score stocks for the highest expected risk-adjusted returns over the next 3–5 months
Driven by market behavior, our system adapts dynamically to:
Rotating factor exposures
Shifting volatility and macro regimes
Emerging signals not yet priced in by slower strategies
This adaptive approach helps:
Reduce drawdowns during regime shifts
Capture alpha when new trends emerge
Maintain exposure to what's working — and avoid what’s not
ETS
Lumenai Investments is a U.S. registered investment adviser that has engaged ETS Asset Management Factory as its quantitative and AI research partner.
ETS provides Lumenai with proprietary data, investment models, and daily trade recommendations. Lumenai is responsible for investment advisory, trade execution, compliance, and client service.
Based on more than 35 years of experience in quantitative investment management solutions.
Our Competitive Advantages
Experienced Staff
Through ETS, we work with an experienced staff of more than 60 people, over 90% of whom have advanced math or engineering degrees.
Track Records
Through ETS, Lumenai brings a live track record of up to 25 years that has included multiple market regimes and crisis events.
History of Alpha
Our process is designed to maximize alpha through timely changes to the portfolio’s asset allocation and security selection.
Active Risk Management
Our AI can monitor and adapt to changing market regimes including re-allocating towards safer assets such as cash, Treasury bonds, or gold.
Data-Driven Insights
Our AI is trained to monitor changing market and company conditions and recommend portfolio changes as important patterns evolve. Our models analyze more than 180,000 fundamental and alternative data points per rebalance.
Daily Monitoring & Reporting
Our systems monitor the portfolio and its holdings daily looking for anomalous behaviors, and issue daily or monthly performance reports.
Automated Compliance
Our system can monitor pre- and post-trade compliance, eliminating prohibited securities from trading.
Frequently Asked Questions
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