AIValue™ — Academic Summary
AIValue™ is a forensic–fundamental valuation framework designed to produce a risk-adjusted intrinsic value through the integration of two independent analytical pillars.
The first pillar consists of consensus-based fundamental valuation, where equity research targets are aggregated and weighted according to institutional quality and the freshness of the underlying analysis.
The second pillar consists of forensic accounting diagnostics, including assessments of cash-flow credibility, accrual behaviour, ratio stability, governance structures, and audit integrity.
Together, these two pillars generate the Origo Value—a unified, integrity-weighted intrinsic valuation reflecting the most rational convergence between market-derived expectations and the verified economic reality of the company’s financial statements.
Structurally, AIValue collects and evaluates professional research reports no older than four months, classifying them into institutional tiers to determine the quality and influence of each target. In parallel, a standardized forensic suite evaluates the authenticity and stability of the company’s reported figures, resulting in a forensic valuation and a corresponding integrity assessment.
An adaptive weighting engine, sensitive to data density, analyst bias, reporting quality, and financial consistency, merges the fundamental and forensic pillars using predefined risk classes to ensure that neither consensus sentiment nor accounting anomalies dominate the valuation.
AIValue is designed exclusively for publicly listed companies with transparent audit trails and high-quality financial disclosures. Its methodological foundations draw on consensus estimation theory, international forensic auditing standards, and classical corporate valuation practices, while deliberately avoiding predictive modelling or speculative interpretation.
In summary, AIValue delivers a transparent, bias-resistant, integrity-anchored intrinsic valuation suitable for institutional due diligence, regulatory environments, and academically rigorous financial analysis.
Pseudo Gamma™ — Academic Summary
Pseudo Gamma™ is a quantitative, market-neutral strategy designed to extract structural value from relative mispricing in equities and equity indices. The framework is built on cointegration principles, enabling it to identify pairs of assets whose prices maintain a long-run equilibrium relationship, despite short-term divergence. When these relationships temporarily break down, the strategy systematically allocates long/short exposure to capture the expected reversion, generating a payoff profile similar to being long volatility — without using options.
At its core, Pseudo Gamma constructs a unified paired position in which each instrument is traded semi-independently, while all decisions remain anchored to a single equilibrium logic. This design allows the strategy to respond dynamically to microstructure conditions, liquidity variations, and idiosyncratic news in one leg without breaking its market-neutral mandate. The ability to adjust individual legs under a coordinated framework provides flexibility that traditional pairs trading does not achieve.
A defining feature of Pseudo Gamma is its intentional extraction of convexity from mispricing. As spreads widen, the strategy increases exposure non-linearly, enabling it to benefit disproportionately when deviations correct. This produces a return distribution characterised by controlled losses during minor oscillations and outsized gains when significant mispricings normalize — a positively skewed profile sought by institutional allocators. The strategy simultaneously harvests incremental gains through dynamic rebalancing as prices fluctuate on the path toward equilibrium.
Risk management forms an integral component of the architecture. The strategy enforces strict controls on maximum exposure per pair, incorporates real-time reassessment of fair value relationships, and diversifies across uncorrelated pairs to prevent concentration risk. Liquidity-based position limits, stop-mechanisms for persistent divergence, and sector-balanced allocation further ensure that convexity does not come at the expense of uncontrolled downside. These controls align the framework with institutional risk and compliance standards.
While adaptable to foreign exchange, commodities, and fixed-income instruments, Pseudo Gamma is fundamentally designed for equities and indices — markets where cointegrated relationships are most statistically robust and where liquidity conditions support scalable deployment. In these primary markets, the strategy has demonstrated low correlation to directional market movements, consistent alpha generation, and capacity for institutional-level scaling through expansion into multiple independent pairs.
The academic grounding of Pseudo Gamma lies at the intersection of econometric cointegration theory, statistical arbitrage, and dynamic replication concepts. The strategy draws on the established literature in long-run equilibrium modelling and mean-reverting spreads, while its convexity extraction is inspired by option gamma behaviour, implemented through underlying instruments rather than derivatives. This synthesis results in a structurally original approach: a relative-value framework that mimics the benefits of long-volatility positioning while maintaining transparency and regulatory compatibility.
In essence, Pseudo Gamma™ is a rigorously engineered, market-neutral strategy that combines equilibrium-based statistical structure with convex return characteristics. Its design provides a systematic, academically grounded, and institutionally scalable method for harvesting mispricing-driven alpha in equity markets.