Your AI-powered
Investment Partner

Self-adapting quantitative investment strategies designed to generate alpha, maximize risk-adjusted returns, and thrive through changing markets

Custom portfolios and funds for family offices, advisors, asset managers, and institutions

Our Mission

To empower investors through smarter portfolios.

Who we are

We’re among the first in the U.S. to offer institutional-grade AI portfolio management tailored to client goals.

We're a Stamford, CT-based quantitative and  AI-driven investment manager focused on building adaptive portfolios for family offices, advisors,  and institutions.

Our partnership with ETS brings:

60+

AI, data, and computer science professionals

90%

of staff have advanced quantitative degrees

35+

Years of quantitative investment solutions

up to 25

Years of  live track record

We’re led by experienced investors and technologists and powered by ETS Asset Management Factory—one of Europe’s most advanced AI and finance research firms.

Lumenai

John Bailey

Founder & Managing Partner

Lumenai

Adam Smith

Partner, Advisor

Lumenai

Chris Messiana

Partner, COO, Head of Trading

Lumenai

John Van Schaick

Consultant, Client Services

ETS

Javier Sánchez

General Manager

ETS

Jorge Bolívar

CEO

MEET THE TEAM

What

we do

We combine proprietary machine learning with experienced human oversight to build portfolios that evolve — like the markets do.

They dynamically adjust based on current market regimes and signals, rather than relying on forecasting or static models.

Whatwe offer

Lumenai offers a full suite of  AI-powered investment strategies across multiple asset classes and portfolio structures.

Each strategy is built using our proprietary models in partnership with ETS and is managed with daily oversight and systematic rebalancing.

What sets us apart

We believe portfolios should evolve — like markets do.

Live AI models refined over 25+ years across global markets and crises

Warehouse of proprietary data and ratios built  over 35+ years

180,000+ data points analyzed  per rebalance, from fundamental to alternative data

Daily model-driven updates that detect regime shifts and adjust exposure automatically

AI-driven active risk management, automated compliance and daily monitoring and reporting

Investment
Strategies

AI-powered strategies built to adapt, protect, and outperform.

Each strategy is built using our proprietary models in partnership with ETS and is managed with daily oversight and systematic rebalancing.

Explore strategies

EQUITIES

Long only, long short, absolute return

MULTI-ASSETS

Stocks, bonds/credit, gold/commodities, and cash

OVERLAYS

Impact, tax loss harvesting (TLH), futures, options, or currencies

401K PLANS

Mutual fund models: Aggressive, moderate, and conservative

Investment

Process

Lumenai’s investment process follows a repeatable five-step framework that enables Lumenai portfolios to self-learn and self-adapt— without human bias or delay.

Using supervised and unsupervised algorithms and other quantitative methods we:

Define a high-quality investment universe based in part on client goals

Rank securities based on how they’re expected to perform in the current market regime

Group securities with similar behaviors and reject outliers

Build a portfolio from the  top-ranked securities and apply trading thresholds

Implement the portfolio via Lumenai’s OMS/PMS and monitor it daily

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Why AI

& Quant

Lumenai’s AI-driven investment system analyzes vast amounts of  data that humans cannot, detecting market shifts and adjusting  portfolios accordingly.

We don’t bet on forecasts. We identify the regime the market is in, then allocate our investments toward the securities most likely to outperform based on similar past conditions.

This adaptive approach helps maintain optimal exposures through regime shifts to help reduce drawdowns and capture alpha. Lumenai gives investors a modern, machine-driven edge — one designed to evolve with markets, not guess where they’re going.

DISCOVER MORE

Lumenai
Performance

Lumenai strategies are built to deliver alpha through adaptability — not market predictions.

Our portfolios aim to outperform benchmarks over time by recognizing shifts in market behavior and reallocating accordingly. Performance should be judged on adaptability and consistency, as well as by alpha, Sharpe, and returns.

see our performance