Earlier this week, New York-based fintech Increase Alpha announced it has raised USD 3.5 million in seed financing to support the launch of its AI-based predictive engine for equity markets.  

Increase Alpha’s offering focuses on generating predictive trading signals from public market data. Its platform, built around proprietary predictive AI (PAI) technology, seeks to deliver directional signals for hundreds of equities with minimal processing required from end users. The system is designed to integrate directly into institutional workflows, removing burdens around data handling, signal calibration, or internal model development. An academic write-up published recently claims the engine has produced excess returns over time with low correlation to benchmarks. The funding round was led by Bartt Kellermann, CEO of Battle of the Quants, and is expected to help Increase Alpha accelerate go-to-market efforts and expand institutional partnerships. 

For advisers, platforms, and system integrators, this development matters because it signals a push toward commoditised, plug-and-play AI signaling that can be embedded into wealth and asset management stacks. Instead of building predictive models in house, firms might license or embed capabilities such as those from Increase Alpha, potentially lowering operational overhead, speeding innovation cycles, and intensifying competition in the signal-provider space. 

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