86 inputs per company · never published
949 listed large caps, ten sectors, one tile per name. ALB turns broad, customisable universes into quantitative market maps and portfolio workflows — without imposing a view.
Style weights
A dedicated connection, not a generic one
Every output on this page — the map, the list, a security's profile, the portfolio — reaches your own AI assistant or IT and agentic systems the same way: not a shared, generic key, but a connection configured to your team, your universe and your entitlements.
Eleven MCP tools, ten read and one write. The only thing it writes is a saved list of tickers — with a dry run, idempotent, on a separate scope that is unticked by default. No trade execution, no money movement, no bank or brokerage connectivity anywhere.
Request an institutional walkthroughProfessional investors only · release 2026.06
The ALB Equity universe holds a standard universe of listed large-cap companies across the United States, Canada and developed Europe, grouped into ten sectors and dozens of sub-industries. Every company is measured on 86 quantitative inputs, which are never published. Those 86 inputs roll up into nine analytical families; the nine families combine into the four styles Growth, Valuation, Quality and Momentum; and the manager sets the weight of those four styles. Changing the weights recomposes every company's score and re-ranks the whole universe, which is then re-percentilised into ten equal-population deciles where 9 is best. Sector attractiveness, or breadth, is the share of names in the best deciles less the share in the worst, and it recomputes accordingly. Every security is inspectable: a decile, four continuous style scores and nine integer family scores, all on one 0–10 scale where 10 is best. The official long portfolio holds 100 positions chosen by the engine at its own published weights, a best-in-industry selection from the eligible candidates: it does not follow the user's weights, because this product contains no portfolio-construction optimiser. Any position can, however, be swapped by hand for another candidate in the same industry — the second or the third in rank — within the seats available. A separate engine produces a short book of 52 equal-weighted positions, scored on six conviction dimensions on its own scale, where a high score means a weaker company. The same outputs are reachable from an AI assistant through eleven MCP tools, ten read and one write.
Origin
ALB originates from more than twenty years of investment management, security analysis, quantitative research and continuous model refinement. That accumulated professional logic has been transformed into a configurable intelligence system for investment teams.
ALB | Equity
ALB Equity turns a broad, customisable listed-equity universe into a ranked quantitative market map using 86 inputs organised into 9 analytical families.
Standard or custom. The standard product covers approximately 1,000 listed large-cap companies across the United States, Canada and developed Europe, subject to model eligibility and data coverage. Custom universes are assessed for mapping, data availability and feasibility before they are agreed.
A consistent cross-sectional ranking makes companies comparable across a defined monthly universe.
Company intelligence becomes breadth, composition and relative insight at industry and sector level.
Research, strategy configuration and portfolio workflows can be carried into committee-ready reports and editable exports as available.
Bottom-up intelligence
ALB begins with each company, then makes the underlying structure of industries and sectors visible. Breadth shows whether relative attractiveness is supported across a group or concentrated in only a small number of names.
This is a bottom-up reading of the universe — not a top-down sector call imposed by ALB.
61 names, of which 40 sit in the model’s best band and 9 in its worst. The portfolio holds 9 positions here.
Industries within Energy
The strongest names in Energy right now score 10 on a 0–10 scale where 10 is best. Breadth asks how many names are up there, not how high the best one reaches.
How it works
Every figure below is from the current release. Follow the chain and you can see where a house view could have entered — and that there is no such step.
Every company in the universe is measured on 86 quantitative inputs — fundamentals, valuation, quality and market behaviour. These are the model's raw material, and they are the one thing ALB never publishes.
86 inputs per company · not published
Shown as a count, never as a list. The sub-factor definitions are the model.
The 86 inputs roll up into nine analytical families. This is the first level anyone outside the model sees, and every score in the product can be traced back to it.
9 analytical families
The nine families combine into the four styles an investor actually reasons in — Growth, Valuation, Quality and Momentum. These are continuous, and they carry the fine ordering.
Four styles · the release’s own weighting
A starting point, not a recommendation. In the product these are yours to change.
The styles combine into a single cross-sectional rank, reported as a decile: ten bands, roughly 95 companies to a band. It places a company rather than pretending to separate it from its neighbour.
One decile · 10 bands, 9 = best
The overall score is a decile — one of ten bands, roughly 95 securities to a band, so it places a security rather than ranking it against every other name. The four style scores use a continuous 0–10 scale and carry the finer ordering.
Sector and industry attractiveness — breadth — is not a separate judgement. It is the mechanical consequence of company-level scores: the share of names scoring well in a group, less the share scoring poorly. Those scores depend on the style weights in force, so breadth recomputes whenever a manager changes them. ALB never assigns a sector weight directly — it only ever follows from how the universe scores under the strategy chosen.
Sector breadth · best band less worst
A manager sets two things: the style weights above, and how many positions the portfolio should hold. The industry weights that came out of step five, applied to that count, set how many positions each industry gets — and within each industry, the engine fills them with the highest-scoring names. The portfolio is the last step of the chain, not the first, which is why the product opens on the universe rather than on a recommendation.
102 positions · best names within each industry
Industrials leads on positions while sitting fourth on breadth. Both come from the same scores, but position count follows how many names clear the eligibility bar — not the breadth figure directly.
ALB gives small and senior teams the quantitative breadth that is difficult to maintain internally. It does not replace the analyst, and it does not impose a strategy.
Style mix, risk preferences and constraints are yours. ALB structures the analysis, comparison and workflow around them.
Raw values, relative measures, analytical-family scores and Global Rank can be examined and challenged.
ALB is a structured quantitative second opinion. Final accountability remains with the professional.
Strategy Studio
Define Value, Growth, Quality and Momentum emphasis, together with risk parameters and constraints. The universe recomputes against your definition — not a house view.
No house view. No black-box recommendation. Your weights, constraints and judgment remain visible.
See the Strategy Studio
Professional outputs
ALB carries one analytical language across the professional workflow — from a governed monthly release, to sector and company analysis, to comparison and investment-committee discussion.
A versioned snapshot of coverage, validation checks and the most meaningful changes from the prior release.
Industry-level score patterns, constituent context and the most and least attractive names in one research surface.
A compact, explainable view of a company, its 9 analytical families and its relative position in the universe.
Representative output formats. Reports are composed in the application and exported as print-ready documents today; spreadsheet export is still in testing. Exact availability depends on current product capability and the selected plan.
Plans
The complete standard ALB Equity product, a second engine for short-side intelligence on its own track, and institutional deployments built around your requirements.
The complete standard ALB Equity experience, based on the standard listed-equity universe and the governed Monthly Model Release.
A separate future analytical engine for short-side equity intelligence, to be commercialised only once production-ready.
Dedicated universes, proprietary configurations, bespoke workflows, reporting, integrations and institutional service.
The pilot fee is charged separately from the annual subscription. There are no other fees on these plans.
Compare all plansFounding partner pilot
The ALB Equity Institutional Pilot is a real 60-day onboarding and evaluation programme. At the end, the client may request a refund of up to 50% of the pilot fee without providing a reason. The remaining portion covers onboarding, configuration and initial project work.
If the client proceeds with an annual subscription, the full pilot fee is credited against the first annual subscription fee.
Explore the pilot€5,000 · 60 days
Coming soon
One place for everything still in development, rather than a switch here and a greyed row there. No launch dates — a date we could not keep would be worse than no date.
We are currently defining ALB’s fixed-income intelligence offering with professional investors. Speak with us about the issuer coverage, analytical workflows and portfolio applications that would be most valuable to your team.
Fixed income is not an extension of the equity model. It needs its own data architecture, analytical taxonomy and portfolio workflow.
Help shape ALB Fixed IncomeHow ALB talks about unreleased work
Alpha Dive
Not a simulation. These are the months the engines ran, taken from the performance workbooks — including the months the source could not produce.
Benchmark · S&P 500 Equal Weight / SPW Index
Measured as benchmark return less the shorted basket’s return, so a favourable month reads positive.
Compounded
+4.8%
Since Aug 2023
Average monthly
+0.15%
Mean of 36 observed months
Favourable months
58.3%
21 of 36
Observed
36
To Jul 2026
Every month from Aug 2023 to Jul 2026 is present in the source.
Open the Short engine9 sectors · two sleeves · 36 months
Alpha is measured per sector against that sector’s own benchmark, in a USD and a non-USD sleeve.
Methodology pending. No single portfolio benchmark or sector weighting has been approved for the Long book, so no aggregate figure exists. We are not going to derive one.
71 of 648 sector readings are missing in the source, unevenly across the two sleeves. They are shown as gaps, never as zero.
Open the Long engineThe two engines are never summed, blended or shown as one line. They carry different benchmarks, different methodologies and different observation windows, and no combined figure has been approved — so none is shown.
No generic backtests and no universal strategy track record. The evidence is the process, its scope and its explainability.
Documented inputs and a governed monthly release process.
A stated universe, stated coverage and explicit model boundaries.
Rankings and component scores can be inspected, compared and challenged.
A repeatable research and committee workflow, produced consistently month after month.
Professional investors only
The current release covers 978 securities as of 31 August 2026.