Our Users

Quantitative Analysts

Enhance your quant investment process by integrating macro valuation signals, regime shift indicators and macro sensitivity analysis. All available via Rest API and built for a Python development environment. Supported by code examples, White Papers, a fully documented API...

03.01.20

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Risk Managers

Qi has curated a comprehensive set of macro factors with daily history, and developed a rigorous relational model to relate these to asset prices. The result is Qi’s Macro Portfolio risk solution: Quantify your overall exposure to macro factors,...

03.01.20

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Systematic Hedge Funds

Qi provides over 10 years of daily history of macro valuation signals covering a broad universe of assets. These time series are based on cleaned and highly processed data and available via API straight into a Python development environment....

03.01.20

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Asset Managers

Global investors have visibility on their sector, style and geographical exposure, as well as on VaR, curve risk, duration risk and liquidity risk. Macro factors, such as global GDP growth, real rates, inflation, China stress and credit (among others)...

03.01.20

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Discretionary Equity L/S PMs

Select a stock and check the extent to which it is macro driven versus idiosyncratically driven. If you are looking for idiosyncratic risk, then Qi is a useful check that a stock is not in fact a macro play....

03.01.20

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Discretionary Macro Portfolio Managers

Our web platform allows identification of trades that best express a macro view, reveals the current macro regime and highlights macro-driven dislocations across thousands of instruments, enabling PMs to rapidly home in on potential opportunities across FX, rates, indices,...

03.01.20

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