Company Overview

Naked Swan Trading Inc. (NST)  is a breakthrough Canadian think-tank that is reinventing the future of Predictive Intelligence in a live data lab.

The mission here is to contribute valuable insights for promoting the science of prediction and human action in complex social-economic systems, as it relates to benefiting open-market practices, and your pocket-book in particularly.As an active colleague of the alliance, its founder, Efrem Hoffman, is engaged in developing and commercializing  research frameworks, that are designed to empower fund managers, executive decision-makers, individual investors, policy-makers, and the end-user, to make high-impact decisions with confidence.Building on over 17 years of experience in the science of Predictive Analytics, Efrem is applying his patented Big-Data Mining applications in the aerospace and tornado forecasting industry, to focus NSTs efforts on addressing the needs of financial institutions. The emphasis is on long & short idea generation and global-macro theme curation – designed for amplifying alpha strategies and lowering the cost of financial transactions. NST’s mission is to deliver differentiated and actionable market intelligence at the right time, and in the right product space, to best express the underlying opportunity set of the manager.

Real-time Analytics of the world capital markets is one of the avenues that we have developed to successfully tap into the behavioral mind-space of the market-place, and to determine the influential decision-makers that will be paying close attention to the specific investment situations and data sets you follow. By having real-time access to such investor and consumer preferences ahead of time, through pre-casting their needs and wants, will permit analysts and fund managers to not only enhance their efficiency for allocating capital and lowering portfolio risk, but also shorten the time-line to profit from value-plays. How? By knowing precisely when to schedule your decisions to buy and sell right before the street starts recognizing the value, embedded in the security price.

At the core of the intellectual property is the following data analytics philosophy:

People often come across social trend indicators purporting to inform them of changes in investor and consumer sentiment, but have no easy way to know which decision-makers have dominant mind-share — the term the company founder coined to express the contribution that specific decision-makers, who perceive information on various time-scales, have on the overall marketable trend.

Sentiment Momentum changes, ranging from fits of anger, confusion, and elation, spanning multiple time-lines, do not simply serve as confirmation of ongoing trend relevance, but are actually inter-related in ways that are counter-intuitive to the rational investor.

As thought-leader for NST, the founder’s focus and the technology’s purpose is to remove this ambiguity, and help portfolio managers and business executives make high-impact decisions with confidence.

The research findings and ongoing commercial tests show that when new information, news and trends become known in the marketplace, there is excessive qualitative discussion in the media. Amidst the chatter, it is difficult to determine whether the news or trend really matters to a company, and if so, how much.

By employing this proprietary research framework, NST can now objectively quantify how much incoming news events and market trends might impact various feed-back cycles among consumers of that information. Through analyzing the investor perception bias of the forward market trend for each group of investor holding periods, the aggregate sentiment bias and forward price persistence of world capital markets can now be determined with a high level of confidence; Thereby, permitting both active and passive managers to not only stay ahead of emerging social trends, but also see how the passage of time itself can have an endogenous effect on aggregate consumer sentiment, even in the absence of new information-flow.

The events are no longer static, but live on into the future forever, as new market information continuously adds context and sensibility; thereby extending the shelf-life of historical data and relevance of human decision cycles in Capital Market Theory.