Cerebellum Capital is a hedge fund management firm whose investment programs are continuously designed, executed, and improved by a software system based on techniques from statistical machine learning.
The system is responsible for constantly creating its own new models for how the markets will move, testing those models, refining them, and learning trading strategies that take advantage of these predictive models. The system is provided with a wide variety of traditional and non-traditional, publicly available and licensed data streams as inputs to its model creation and improvement process. Cerebellum's software system learning optimizes for a proprietary mix of expected return maximization, risk/volatility reduction across the portfolio, and portfolio independence from major markets when they trend downward. Cerebellum's architecture for continuous improvement, self-diagnosis, and fault tolerance is based on a collective 30 years research in the area of statistical machine learning applied to real world, mission critical time-series problems.