There are non-traditional factors driving equity portfolio risk and return in this more volatile world. CROs and CIOs tell us they need to better understand these macro exposures in order to explain their returns to PMs and investors alike, and to forecast risk more effectively. There is a clear frustration with the usual ad hoc, backward looking correlation based approaches. It may appear hard to deal with, but it's not. Qi have developed a quantitative, robust and comprehensive macro factor risk model to help you complete your risk picture