Founder, Opulence Alpha | Quantitative Research & ML | Forecasting, Portfolio Construction & Risk Management

Mehmet Saruhan • Peerlist

Opulence Alpha is an autonomous Investment Intelligence Platform built to democratize institutional quantitative research and personalized wealth management. It directly solves two structural inequalities in finance: elite wealth advice locked behind high net-worth thresholds, and top quant engines (such as Renaissance, Two Sigma, or Citadel) operating in closed-door environments. Built on a sovereign statistical architecture—not ChatGPT text prompts—Opulence Alpha processes 45+ years of point-in-time market history and 1,979 daily dimensions per asset across a 1,319-equity production universe. The 3-Step Continuous Loop <ul><li>Predicts: Generates multi-horizon return forecasts (1, 5, 21, and 63 days) with distribution-free uncertainty guarantees using Conformal Quantile Regression (CQR).</li><li>Prescribes (Agentic Portfolio Manager): Translates statistical signals into explicit portfolio actions—buy, hold, trim, sell, rebalance—governed by subadditive CVaR risk budgets and 14 independent risk engines.</li><li>Adapts: Evaluates its own predictions and prescriptions against real market outcomes every trading day, applying evolutionary re-weighting (via Bernstein Online Aggregation) across a 30,000-cell evidence matrix.</li></ul>Core System Architecture <ul><li>5 Specialized Intelligences: Decomposes decision-making into Investment, Strategy, Portfolio, Risk, and Experimentation layers so no single module evaluates its own performance.</li><li>Regime-Aware Intelligence: Models macroeconomic, credit, and volatility transitions using Hidden Semi-Markov Models (HSMM) to dynamically route signals and prevent regime-blind drawdowns.</li><li>Clean Data Infrastructure: Structurally prevents survivorship bias and look-ahead contamination across SEC EDGAR filings, FRED macro series, and global trade data.</li><li>100% Non-Custodial &amp; Transparent: Operates as a non-custodial research engine. You retain complete authority and execution control over your capital with no broker lock-ins or black-box trust scores.</li></ul>Primary Keywords: Investment Intelligence Platform | Agentic Portfolio Management | Quantitative Equity Research | Predictive Financial AI | Regime-Aware Risk Modeling | Non-Custodial Investment Software