Disclaimer.

1. Investor Type

The site www.walnut.ai is a website dedicated to professional investors who are able to understand all of the information disclosed therein and the specific risks attached thereto. If you are not a professional investor, we invite you to refrain from accessing, visiting or using this website.

2. Performance Information

Past performance is not necessarily indicative of future results and there can be no assurance that any Walnut Investments fund or strategy will achieve comparable results, or that any investments made by Walnut Investments in the future will be profitable.

3. General

Neither Walnut nor any of Walnut affiliates makes any representation or warranty, express or implied, as to the accuracy or completeness of the information contained herein. Unless otherwise specified, the source for all graphs, charts and information in the Materials is Walnut.

Certain information contained in the Materials has been obtained from sources outside Walnut. While such information is believed to be reliable for purposes used herein, no representations are made as to the accuracy or completeness thereof and Walnut does not take any responsibility for such information. Certain information contained in the presentation discusses general market activity, industry or sector trends, or other broad‐based economic, market or political conditions and should not be construed as research or investment advice.

4. Forward‐Looking Statements

These Materials may contain forward‐looking statements which reflect Walnut’s current views with respect to, among other things, Walnut operations and financial performance. You can identify these forward‐looking statements by the use of words such as “outlook,” “believes,” “expects,” “potential,” “continues,” “may,” “will,” “should,” “seeks,” “approximately,” “predicts,” “intends,” “plans,” “estimates,” “anticipates” or the negative version of these words or other comparable words.

Such forward‐looking statements are subject to various risks and uncertainties. Accordingly, there are or will be important factors that could cause actual outcomes or results to differ materially from those indicated in these statements. These factors should not be construed as exhaustive and should be read in conjunction with the other cautionary statements that are included in this presentation. Walnut undertakes no obligation to publicly update or review any forward‐looking statement, whether as a result of new information, future developments or otherwise.

5. Not an Offer

These Materials are provided as an overview of Walnut research and development efforts and are for informational purposes only, and do not constitute an offer to sell, or a solicitation of an offer to buy, any security or instrument, or a solicitation of interest in any particular Walnut fund, account or strategy. Any decision to invest in a fund or strategy should only be made after reviewing the offering document, conducting such investigations as an investor deems necessary and consulting the investor’s own legal, accounting and tax advisors in order to make an independent determination of the suitability and consequences of an investment

6. Exclusion of Liability

Walnut Investments is not liable for any losses or damages arising in any way from (i) the information contained on this website, (ii) any information transmitted via this website or (iii) the functioning or non-availability of this website. KeyQuant is not liable for any losses or damages that may be caused to any equipment and other software due to any viruses, defects or malfunctions in connection with access or use of this website.

7. Privacy Policy

We appreciate your interest in our website and our company. We make every effort to protect your personal data when it is collected, processed and used during your visit of our website. Your data is protected in accordance with statutory requirements, including the General Data Protection Regulation (EU) 2016/679, whose implementation is described in the personal data protection policy below.

Personal data is collected and processed on our website as far as you have actively provided such data by registering yourself. Walnut may collect different categories of personal data such as, in particular: last Name, first Name, email, profession, company, phone number, job title, country.

Walnut is also likely to collect IP addresses, cookies, and information about your browser in order to perform security or statistical analysis-related processing on an anonymous basis.

The purpose of the personal data use is to enable the carrying out of statistical analysis operations in order to improve the services offered and to enhance the security of the website. This information also allows the provision, if any, of data relating to collective investment vehicles managed by Walnut.

Personal data is disclosed to service providers in order for them to carry out the services specifically dedicated to Walnut’s scope of activity.

Walnut outsources some of its processing and might in this instance transfer data outside of the European Union. In such a case, Walnut is committed to have the service providers contractually agree to adequate data protection.

Walnut is committed to storing your personal data no longer than necessary for the purpose for which it was processed. Furthermore, Walnut stores your personal data in accordance with the retention period imposed by current regulations.

A new era for systematic investing.


Walnut Investments is a quantitative investment management company applying artificial intelligence to absolute return strategies. We combine advanced machine learning techniques with financial expertise to generate profitable, self-learning trading systems.

Singularity fund performances.

12.34

%

Year-to-date

11.86

%

Annualised return

5.89

%

Annualised volatility

2.0

Sharpe ratio

Past performance is not indicative of future results. Statistics as of 1 December 2019 based Singularity Fund Seed Share Class monthly NAV since fund inception.

How we build our trading technology.

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Machine learning

We use machine learning for fast, accurate, and continuous learning of vast amounts of data while avoiding rigid rules. Key for finance, it also provides a powerful formalism to measure and control statistical robustness and overfitting.

Risk

Quant

Quantitative investing means operating at the opposite of randomness – it bans gut-feels and discretionary decision making. It seeks to maximise statistical significance by rigorously applying mathematics rooted in market rationale, consistently.

Create Image

Risk

Diversification is only one measure to reduce risk. In times of crisis everything tends to correlate. We believe risk management must be achieved with careful designs, robust market signals, protected positions, and controlled levels of exposure.

Walnut Investments is a French portfolio management company regulated by the Autorité des Marchés Financiers (AMF) under number GP-18000021 with a share capital of 1 010 000€.


Walnut Investments is registered with the NFA as a Commodity Pool Operator & Commodity Trading Advisor under number 0523913.


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Walnut.


In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Walnut nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security 
Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or 
other investor, contact your financial advisor or other fiduciary unrelated to Walnut about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Walnut makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. As Walnut Algorithms is fully dedicated to this sole project, its team as been presented in this website along with the Walnut Investments team.