More science, less opinion

Quantitative Macro Data Analytics
Equities | FX | Rates | Commodities

App mockup

Why Qi?

Our core belief is that a scientific approach to analysing financial markets can be combined with human judgment to enhance performance and better understand risk.

Successful investing is better served by evidence and objective analysis rather than gut feel and subjective opinion. This is especially true in a highly complex, interconnected and data-rich investment environment.

Drive Better Decisions

Key features to enhance your investment process through actionable, evidence-based analytics
Data microscope icon

Analyse a trade

Graph icon

Monitor regime

Plus symbol

Optimise trade selection

Eye icon

View top trades

Pie chart icon

Understand risk

How it Works

Qi has brought together experienced investors, leading academics, cloud computing and machine learning to create a quantitative framework that untangles market complexity. This involves taking large amounts of relevant data, filtering and normalising this data, and then applying rigorous mathematical techniques to identify patterns between asset prices and macro information, taking particular care to avoid overfitting.

Qi’s adaptive framework measures the sensitivity of thousands of asset prices to a large number of macro variables, quantifies macro risk and calculates valuation anomalies. An optimisation solution has also been developed to identify portfolios with specific, desired macro characteristics, which forms the basis of Qi’s Thematic Equity Baskets offering.

6 million + macro data points daily

Data dots

Inflation expectations
GDP growth
Credit spreads
Sovereign stress
Risk aversion

Data cleaning and normalisation

Data dots in a grid

Convert data into
detrended, volatility
adjusted and
standardised units

Pattern identification

Data waveform

Our proprietary principal
component regression
methodology

Outputs

  • Sensitivities

  • Macro risk

  • Model values

  • Valuation gap

  • Model confidence

Actionable, objective
and quantitative analysis

Partners