Euronext partners with Quant Insight to launch Macro Risk product

Quant Insight Develops New Pan-European Macro Risk Alternative Data Product in Partnership with Euronext.

 Using innovative quantitative techniques, the Macro Risk Insight dataset provides users with scientific insight into the macro factors driving asset prices.

 7th February 2019 – Quant Insight, a London-based firm specialising in machine learning-driven macro analytics, in partnership with Euronext, the leading pan-European exchange in the Eurozone, have developed a new alternative data service, Macro Risk Insight, in order to provide asset managers with valuable insight into the risk exposure of their investments to global macro factors.

Macro Risk Insight uses innovative quantitative techniques to help clients identify and quantify the key macro drivers, such as real rates, exchange rates, inflation and commodity prices, that drive the pricing of their assets and portfolios. The service, which covers pan-European blue-chip equities, uses Quant Insight’s proprietary adaptive models to calculate each stock’s exposure to macro factors. Additionally, it calculates the sensitivity of each stock for more than 30 individual factors and predicts the corresponding share price movement for a given change in the value of each factor.

Nicolas Rivard, Head of Advanced Data Services at Euronext, said: “Our clients are increasingly looking for high quality alternative datasets to help them manage their risk exposure, and we are working closely with a number of exciting new content providers, like Quant Insight, to develop the products that will help them with this challenge. We believe that Macro Risk Insight will be invaluable in helping asset managers to manage the risk exposure of their portfolios to a wide range of macro factors. It is the first of a number of alternative data products that Euronext will be introducing over the course of 2019.”

Mahmood Noorani, Founder & CEO at Quant Insight, said: “The influence of macro factors is growing across asset classes, and understanding the true underlying macro exposure of assets is becoming critical. This partnership with Euronext is a key step for Quant Insight in bringing powerful solutions to a much broader universe of clients.”

About Quant Insight

Qi’s core belief is that a scientific approach to analysing financial markets can be combined with human judgement to enhance performance and better understand risk. Given the highly complex, data rich and interconnected nature of macro-economic and market factors, the need for a rigorous framework to quantify the impact of macro influences has never been greater.

Qi solutions are based on applying adaptive machine learning techniques to large amounts of relevant macro data. This enables global investors to define the macro characteristics of assets, optimise trade selection, identify market regime shifts, spot valuation opportunities and measure risk exposure to macro factors at both instrument and portfolio level. Qi analytics are delivered in a number of ways, including through a REST API, web platform, Thematic Equity Baskets service, Qi Macro Risk product and Qi Labs.

Founded in 2014, Qi is the result of several years of collaboration between experienced investors and leading academics and data scientists. QI solutions are already widely used across some of the world’s largest asset managers, hedge funds, pension funds, insurance companies, hedge funds and family offices.

For more information please visit www.quant-insight.com.

Quant Insight Limited (FRN 708235) is an Appointed Representative of Duff & Phelps Securities Ltd. (FRN 466588), which is authorised and regulated by the Financial Conduct Authority, and is also registered as an investment adviser with the Securities and Exchange Commission (SEC).

Quant Insight press contact –

Stephen Baldwin:                                +44 203 865 1940 info@quant-insight.com OR  sb@quant-insight.com

About Euronext

Euronext is the leading pan-European exchange in the Eurozone, covering Belgium, France, Ireland, The Netherlands, Portugal and the UK. With 1,300 listed issuers worth €3.4 trillion in market capitalisation as of end December 2018, Euronext is an unmatched blue chip franchise that has 24 issuers in the Morningstar® Eurozone 50 Index℠ and a strong diverse domestic and international client base. Euronext operates regulated and transparent equity and derivatives markets and is the largest centre for debt and funds listings in the world. Its total product offering includes Equities, Exchange Traded Funds, Warrants & Certificates, Bonds, Derivatives, Commodities and Indices. Euronext also leverages its expertise in running markets by providing technology and managed services to third parties. In addition to its main regulated market, Euronext also operates Euronext GrowthTM and Euronext AccessTM, simplifying access to listing for SMEs.

Euronext press contact – 

Pascal Brabant:                                     +32 2 620 15 50; pbrabant@euronext.com

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