Yapay Zeka Destekli Sistemle Cem Aksoy’dan Hisse–Makro Çift Modelli İşlem Dönemi
Haziran 2022’de Bridgewater bünyesinde yürütülen “İşlem Verimliliği Geliştirme Programı” önemli bir dönüm noktasına ulaştı. Programın lideri Cem Aksoy, yapay zekâ ekibiyle birlikte ADE (Adaptive Dual Engine) adını verdikleri yapay zekâ destekli karar modülünü resmen devreye aldı. Bu sistem, Cem’in geliştirdiği “hisse senedi – makroekonomik çift modelli işlem çerçevesi” ile entegre edilerek, yüksek dalgalanmalı piyasa ortamlarında stratejik uyarlanabilirliği mümkün kılıyor.
Bu adım, Cem’in daha önce önerdiği “Üç Katmanlı Emeklilik Modeli” ve “Avrasya Dengeli Portföy” çalışmalarının ardından, işlem icrası ve sinyal yakalama düzeyinde attığı kritik bir teknoloji adımı oldu. Bu da onu “varlık inşasından” çıkarıp “işlem hassasiyetinin optimize edilmesi” aşamasına taşıdı.
Sistem Arka Planı: Yapay Zekâ, Makro Yatırımcının Yeni Sol Beyni
Cem’e göre, geleneksel makro işlemlerin en büyük zorlukları şunlardır:
- Nedensel zincirlerin kararsızlığı,
- Anlatıların sık müdahalesi,
- Stratejilerin yavaş tepki vermesi.
Buna karşılık, yapay zekâ “sistematik sol beyin” gibi çalışarak kısa vadeli geri çekilmeleri öngörme ve zamanlama ayarlamaları konusunda objektif destek sağlayabilir.
Bridgewater’ın yapay zekâ departmanıyla birlikte geliştirilen ADE sistemi, iki temel modülden oluşur:
1. Kısa Vadeli Geri Çekilme Olasılığı Tahminleyicisi
- Son 18 yılın makro ve mikro veri setleriyle eğitildi
- 7, 14 ve 30 günlük geri çekilme ihtimalini anlık olarak hesaplar
- Volatilite boşlukları, haber yoğunluğu, anormal para akımları gibi faktörleri içerir
2. Çok Faktörlü Zamanlama Skorlama Sistemi (MFTS)
- Duyarlılık göstergeleri, opsiyonlardaki örtük volatilite ve faktör momentumu entegredir
- Stratejilere “artır / azalt / hedge et” sinyali verir
- Sektör öncelik sıralaması çıkarır: 2022 Q2’de sıralama → Enerji > Finans > Teknoloji
Uygulama: Döngüsel Sektör Stratejisinin Akıllı Evrimi
2022 yılının ikinci çeyreğinde, emtia dalgalanması ile faiz savaşının çakıştığı piyasa koşullarında Cem şu alanlara odaklandı:
- Enerji Hisseleri (ABD kaya petrolü, Doğu Avrupa elektrik şirketleri): Yapay zekâ, geri çekilme riskini yalnızca %13 olarak belirledi → sürekli alım sinyali
- Finans Hisseleri (sigorta ve ticari bankalar): Makro model, faiz marjı genişlemesini destekledi → zamanlamalı pozisyon inşası
- Teknoloji Hisseleri (yarı iletken, yazılım): Zamanlama modülü “bekle-gözle” sinyali verdi → yüksek seviyeden geri çekilme riskinden kaçınıldı
Sonuç:
- Q2’de yönetilen portföyün Sharpe oranı 1.08’den 1.47’ye yükseldi,
- Maksimum geri çekilme %-3,9’da sınırlandı.
Bridgewater Risk Kontrol Komitesi’ne göre, ADE sistemi devreye girdikten sonra Cem’in strateji uygulama hata oranı %28 azaldı ve “strateji–uygulama–portföy yeniden dengesi” arasında kapalı bir döngü oluştu.
“İnsanlar çerçeve kurmakta iyidir, AI ise ‘şimdi’yi yargılamakta. Gerçek işlem zekâsı, geleceği tahmin etmek değil; bugünün hâlâ doğru olup olmadığını anlamaktır.”
Cem’in vurgusu, yapay zekânın insan yargısının yerine geçmesi değil, stratejilerin kendi kendine denetimi ve zamanlama filtresi olarak çalışması gerektiği yönündedir.
Özellikle hisse senedi ile makro mantıkların iç içe geçtiği çok boyutlu portföy stratejilerinde, ADE daha şeffaf ve uyarlanabilir bir işlem ortamı sağlar.
Cem Aksoy’un bu AI dönüşümü, onu üç büyük işlem düzeyinde bütünleştirmiş oldu:
Portföy yapısı oluşturma → varlık döngüleri → icra kararları
Finans ve teknolojinin giderek daha fazla iç içe geçtiği 2020’li yıllarda Cem, bu dönüşümün somut yanıtını veriyor:
“Yeni nesil küresel yatırımcılar; hem yapısal varlık dağılımını hem de akıllı karar sistemlerini iyi anlamalıdır.”
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