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Quantitative Macro Data and Analytics
Equities | FX | Rates | Commodities | Credit | ETFs
Why Qi?
“Among all the data platforms out there no-one has your level of sophistication….we like the approach of the QI modeling framework and we would like it to become an important element of our investment process“ – A $45bn Multi Strat Hedge Fund manager
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.
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Who uses Qi?
Our macro analytics and data offers solutions and insights for a broad range of professional global investors, including DISCRETIONARY MACRO PORTFOLIO MANAGERS, RISK MANAGERS, ASSET MANAGERS, QUANTITATIVE ANALYSTS, and DISCRETIONARY EQUITY L/S PORTFOLIO MANAGERS.
Our clients range from single family offices managing $50m AUM to $1trln global asset managers who look for a macro overlay to their investment process.
Analyse a trade
Monitor regime
Optimise trade selection
View top trades
Understand risk
Products
A spectrum of tools and delivery formats to fit your process
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
Inflation expectations
GDP growth
Credit spreads
Sovereign stress
Risk aversion
Data cleaning and normalisation
Convert data into
detrended, volatility
adjusted and
standardised units
Pattern identification
Our proprietary principal
component regression
methodology
Outputs
Sensitivities
Macro risk
Model values
Valuation gap
Model confidence
Actionable, objective
and quantitative analysis
