# Quant Insight

> Quant Insight (Qi) provides breakthrough macro factor risk models and analytics for institutional investment and risk teams. Their flagship product, the Macro Factor Equity Risk Model (MFERM), quantifies how macroeconomic forces drive equity returns at the individual stock level — enabling portfolio managers to isolate true alpha, manage regime risk, and turn macro into a source of edge.

Quant Insight was founded by macro portfolio managers, equity specialists, and data scientists. The company serves discretionary PMs, systematic quants, CROs, and portfolio construction teams at global institutions. Partners include Goldman Sachs, Omega Point, Macrobond, BMLL, and EDS. Headquarters: Dawson House, 5 Jewry Street, London EC3N 2EX.

## Solutions

### Macro Factor Equity Risk Model (MFERM)
- URL: https://www.quant-insight.com/solutions/macro-factor-risk-for-equities
- The core product. Captures macro factor exposures at the individual equity level — something previously considered impossible.
- Validated on 15 years of daily data across thousands of stocks.
- Orthogonalizes macro factors to remove multicollinearity, producing accurate stock-level exposure sensitivities.
- Exposes unintended macro exposures and crowding risk in real time.
- Includes a Macro Share of Risk (MSR) signal to switch between offensive and defensive positioning.
- Proven to add approximately +2.5% annual alpha by harvesting dual risk premia (macro and idiosyncratic).
- Supports macro stress testing and tail risk quantification.
- Regional model variants available, with and without market factor, covering a broad stock universe.
- Includes daily real GDP estimates and inflation expectations as factors.
- Outputs are interpretable — exposures are to named macro factors, not statistical abstractions.

### Macro Valuation
- URL: https://www.quant-insight.com/solutions/macro-valuation
- A cross-asset valuation engine that links macro fundamentals (GDP, inflation, central bank expectations) to market prices.
- Covers 18,000+ securities across equities, fixed income, FX, and commodities — updated daily.
- Identifies when price has diverged from macro fair value, generating actionable trade signals.
- Model confidence decay serves as an early warning system for regime shifts and volatility.
- Example use case: In June 2024, the model flagged US 10-year Treasury yields as mispriced below 4.50% when they fell on recession fears — yields subsequently realigned.
- Example use case: In March 2024, the model signalled rising market stress ahead of a 5% correction.

## Macro Risk Pulse (MRP)
- A real-time, publicly visible indicator calculated using MFERM.
- Measures the proportion of total S&P 500 risk explained by macro factors vs. company fundamentals.
- A high reading = market is top-down macro driven; a low reading = bottom-up / idiosyncratic driven.
- Updated daily (published figure reflects prior day closing data).

## Who Quant Insight Serves

### Equity Portfolio Teams
- URL: https://www.quant-insight.com/who-we-help/equity-portfolio-managers
- Long/short equity PMs seeking to identify true alpha vs. macro beta.
- Risk teams managing unintended macro exposures and crowding.
- Portfolio construction teams sizing positions with macro regime context.

### Multi-Asset Teams
- URL: https://www.quant-insight.com/who-we-help/multi-asset-teams
- Teams needing cross-asset macro fair value and allocation signals.
- CROs seeking a unified macro factor framework across asset classes.

## Company

### Who We Are
- URL: https://www.quant-insight.com/who-we-are
- Co-founders: Mahmood Noorani (CEO) and Krishnan Sadasivam.
- Leadership includes: Peter Tran (COO), Colin Stewart (Head of Americas), Vikas Kalra (Head of Sales), Huw Roberts (Head of Analytics), Amit Khanna (Chief Equity Strategist), Amol Sahasrabudhe (Head of Product), Stephen Baldwin (CMO).
- Team combines macro PM expertise, equity investing, and data science.

### Why Macro?
- URL: https://www.quant-insight.com/why-macro

### Technology
- URL: https://www.quant-insight.com/technology

## Content & Resources

### Insights
- URL: https://www.quant-insight.com/insights
- Regular publications including:
  - MacroSpotlight — macro risk commentary (linked to MFERM)
  - MacroVantage — cross-asset valuation commentary (linked to Macro Valuation)

### FAQ
- URL: https://www.quant-insight.com/faq

### Contact
- URL: https://www.quant-insight.com/contact

## Legal
- Privacy Policy: https://www.quant-insight.com/privacy-policy
- Terms & Conditions: https://www.quant-insight.com/terms-and-conditions

## Social
- LinkedIn: https://www.linkedin.com/company/quant-insight/
- X (Twitter): https://x.com/Quant_Insight

## Platform Login
- URL: https://analytics.quant-insight.com/signin