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 institutions, family offices, and advisors

Our Mission

To apply quantitative research and artificial intelligence to create more adaptive, customized, and efficient investment portfolios—helping investors navigate markets with clarity and control.

Who we are

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

A Stamford, CT-based AI-powered investment manager delivering systematic, adaptive strategies designed to generate consistent, risk-adjusted returns across market environments.

We selected ETS to power our portfolios because of their:

staff including AI, data, and computer science professionals

of staff have advanced quantitative degrees

Years of quantitative investment solutions

up to 0

Years of  live track record

We hired ETS Asset Management Factory to develop and maintain our quantitative models, while Lumenai serves as investment manager, overseeing execution, risk, operations, compliance, and reporting.

Lumenai

John Bailey

Founder & Managing Partner

Lumenai

Chris Messiana

Partner, COO, Head of Trading

Lumenai

John Van Schaick

Consultant, Client Services

ETS

Javier Sánchez

General Manager

ETS

Jorge Bolívar

CEO

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 – Incorrect. Change to UP TO 25+ years

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

Live AI models refined over 25+ years – Incorrect. Change to UP TO 25+ years

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.

Lumenai’s strategies are built around systematic, adaptive models that identify regime shifts and dynamically adjust exposures. Rather than forecasting markets, our approach systematically tilts toward assets and factors with the highest expected risk-adjusted returns given current conditions.

Each strategy is built using our proprietary models and is managed with daily oversight, systematic rebalancing and disciplined risk management.

These strategies can be implemented as:

Separately managed accounts (SMAs)
Fund of one (Fo1)
Commingled account (fund)

Lumenai - Investment Strategies - Equities

ABSOLUTE RETURN STRATEGIES

Systematic, model-driven exposures designed to generate positive returns across market environments with disciplined risk management and low benchmark correlation.

Lumenai - Investment Strategies - Overlays

MULTI-ASSET & ADAPTIVE PORTFOLIOS

Dynamic allocations across public asset classes calibrated to evolving market regimes to enhance diversification and delivered through systematic, repeatable processes.

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

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.

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