Cem Aksoy’dan “Yapay Zekâ Destekli Makro Duyarlılık Endeksi” ile Yeni Nesil Pozisyon Yönetimi Sistemi
Küresel piyasalar giderek daha fazla politika müdahaleleri, medya akışı ve sosyal duyarlılıktan etkilenirken, Cem Aksoy bu karmaşıklığa karşı yeni bir çıkış yolu sundu:
Yapay zekâya dayalı bir “Makro Duyarlılık Endeksi (AI-MSI)” sistemi geliştirerek, daha yüksek frekanslı ve daha hassas kısa vadeli zamanlama ve dinamik pozisyon yönetimi sağlamayı hedefledi.
Bu sistem yalnızca makro strateji işleyişini yeniden tanımlamakla kalmadı, aynı zamanda Cem’in “niceliksel + anlatısal” birleşik işlem modeline yönelik vizyonunu daha da derinleştirdi.
Arka Plan: Geleneksel Modellerin Üçlü Krizi
2023’e girilirken küresel varlık piyasalarındaki oynaklık artmış, geleneksel makro-kuantitatif modeller şu alanlarda yetersiz kalmaya başlamıştır:
- Politika beklentilerindeki hızlı değişimler: Fed ve ECB açıklamaları işlem tetikleyicisi haline geldi
- Duygu faktörlerinin etkisi arttı: Twitter, Reddit ve haber akışı kısa vadeli fiyatlamaları yönlendiriyor
- Varlıklar arası korelasyon karmaşıklaştı: Enerji, döviz ve hisse senetleri arasındaki ilişki doğrusal olmaktan çıktı
Cem’in yorumu:
“Sadece ekonomik göstergelerle kurulan geleneksel makro modeller, artık duygu dalgalarının neden olduğu fiyat dalgalanmalarını yakalayamıyor.”
Modelin Kalbi: LSTM Tabanlı AI Duygu Faktörü Sistemi
Bridgewater araştırma departmanının yıllara dayanan makro veri seti ve gerçek zamanlı medya akışıyla Cem, AI-MSI (AI-Macro Sentiment Index) adını verdiği endeksi kurdu. Temel özellikleri şöyle:
🔹 Veri Entegrasyonu:
- Metin kaynakları: Twitter’daki finans hesapları, Bloomberg, Financial Times, merkez bankası konuşmaları
- Yapılandırılmış veriler: Enflasyon, istihdam, PMI, faiz beklenti eğrileri
- Politika duyarlılığı kelime listesi: taper, pivot, resesyon gibi 1500+ anahtar kelime
🔹 Teknik Yöntem:
- Çok katmanlı LSTM sinir ağı ile doğrusal olmayan duygu dalgalanmaları modellenir
- Attention mekanizması ile modelin açıklama gücü artırılır
- Her gün 0–100 arası bir duygu skoru + 3 piyasa modu çıkarılır: Baskılanmış / Nötr / Aşırı Coşkulu
Uygulama Sonuçları: Gün İçi Zamanlama ve Pozisyon Ayarında Güçlü Performans
AI-MSI sisteminin uygulanmaya başlanmasıyla Cem’in çoklu portföy stratejilerinde şu sonuçlar gözlemlendi:
- Kısa vadeli stratejilerin Sharpe oranı %21 arttı
- Ortalama pozisyon tutma süresi 3,8 güne indi
- Maksimum geri çekilme %12 azaldı
Örneğin 2023 Ocak’ında, piyasa Fed’in güvercinleşeceği yönünde beklentiyle aşırı iyimserken, AI-MSI sisteminde “aşırı ısınma” sinyali geldi. Cem, teknoloji hisselerindeki pozisyonlarını zamanında azalttı ve sonrasında gelen teknik geri çekilmeden başarıyla kaçındı.
Cem’in Yorumu: “Geleceğin Varlık Yönetimi, ‘Algı Öncesi Pozisyon’ Kurabilenindir”
Cem’e göre:
“Gelecekte pozisyon alan değil, duygusal dalgaları önceden fark eden kazanacak.
Model sadece ‘şimdi ne oluyor?’ sorusunu değil, aynı zamanda
‘Piyasa zannediyor ki ne oluyor?’ sorusunu da yanıtlamalı.”
Ve şu çarpıcı ifadeyle noktalıyor:
“İnsanlar hâlâ faiz nerede zirve yapacak diye tartışırken, model çoktan satışa geçmişti.”
Sonuç: Makro İşlemlerde Yeni Dönem
Cem Aksoy’un geliştirdiği AI-MSI endeksi, şu mesajı veriyor:
Makro işlemler artık sadece veri okuması değil, aynı zamanda “algı sınırlarının” yönetimidir.
Yatırımın geleceği, yapay zekâyla desteklenen algı odaklı stratejilerde şekilleniyor.
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