Powerful solutions used by world leading financial institutions
Our web-based platform gives you access to the full range of Qi’s macro analytics. Designed by Portfolio Managers, users can rapidly find what they need as well as benefit from “push” notifications and alerts.
In-depth analytics on thousands of securities across asset classes and regions:
- Identify the best expression for your macro view
- Understand the macro exposure of an asset
- Screen for valuation opportunities in real time
- Monitor changes in the market regime
- Understand portfolio risk
The current challenge for risk managers is that macro factors are all highly correlated. This makes it very difficult to measure the independent effect of a macro factor on a security or portfolio.
Our methodology splits out the variation of assets into their independent component parts. This provides a map of the underlying macro characteristics, providing transparency on fundamental exposures at individual security and portfolio level.
Thematic Equity Basket
Construct thematic equity baskets / portfolios with the specific macro characteristics by applying our proprietary optimisation solution. Track non-tradable outcomes like global growth or broader themes like monetary policy normalisation. Equity baskets can also provide significant liquidity and carry advantages relative to trading some themes directly.
Customise your view with single or multi factor themes and filter through equities by names and/or sectors; further filter for additional liquidity and diversification constraints.
Qi Thematic Baskets have proven out-of-sample tracking ability and may provide higher beta and better Sharpe.
Qi Labs showcases the ability of Qi’s data analytics and signals to systematically add value to your trading strategies and risk management programmes. We build and test strategies across asset classes while being wary of overfitting risks.
Qi Labs produces regular and relevant White Papers and serves as a development centre for customised models and research into additional factors.
Our Rest API connects your applications to real-time quant macro analytics that seamlessly integrates with your systems. From a quantitative macro risk management stress-testing tool, to integrating Qi’s trading signals, there are a multitude of use-cases of Qi data integration.