Ex-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
It’s been three years since Credit Suisse’s head of data science Aric Whitewood and chief global strategist, Jonathan Wilmot left to co-found XAI Asset Management, their artificial intelligence-infused shop. The hedge fund’s core machine learning system has been trading real money in a variety of asset allocation strategies for 18 months.
As well as a proprietary macro trading business, the firm creates and sells machine learning-based predictions and analysis to other asset management firms
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